28 search results - page 2 / 6 » Time-series prediction using a local linear wavelet neural n... |
ESANN
1998
13 years 7 months ago
1998
Recurrent Self-Organizing Map (RSOM) is studied in three di erent time series prediction cases. RSOM is used to cluster the series into local data sets, for which corresponding lo...
NPL
2011
12 years 8 months ago
2011
The accuracy of a model to forecast a time series diminishes as the prediction horizon increases, in particular when the prediction is carried out recursively. Such decay is faster...
IDEAL
2004
Springer
13 years 11 months ago
2004
Springer
Most financial time series processes are nonstationary and their frequency characteristics are time-dependant. In this paper we present a time series summarization and prediction ...
IWANN
2005
Springer
13 years 11 months ago
2005
Springer
Abstract. This paper presents a comparison between direct and recursive prediction strategies. In order to perform the input selection, an approach based on mutual information is u...
IJCNN
2007
IEEE
14 years 2 days ago
2007
IEEE
— Forecasting the tide level in the Venezia lagoon is a very compelling task. In this work we propose a new approach to the learning of tide level time series based on the local ...