— We consider the regression problem for financial time series. Typically, financial time series are non-stationary and volatile in nature. Because of its good generalization p...
Kaizhu Huang, Haiqin Yang, Irwin King, Michael R. ...
We present Cluster Onset Detection (COD), a novel algorithm to aid in detection of epidemic outbreaks. COD employs unsupervised learning techniques in an online setting to partiti...
The importance of event logs, as a source of information in systems and network management cannot be overemphasized. With the ever increasing size and complexity of today’s even...
Adetokunbo Makanju, A. Nur Zincir-Heywood, Evangel...
In this paper we formulate the problem of grouping the states of a discrete Markov chain of arbitrary order simultaneously with deconvolving its transition probabilities. As the na...
This paper proposes novel hierarchical self-organizing associative memory architecture for machine learning. This memory architecture is characterized with sparse and local interco...