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» A Wavelet Transfer Model for Time Series Forecasting
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CDC
2008
IEEE
141views Control Systems» more  CDC 2008»
15 years 6 months ago
Generalized linear dynamic factor models - a structure theory
— In this paper we present a structure theory for generalized linear dynamic factor models (GDFM’s). Emphasis is laid on the so-called zeroless case. GDFM’s provide a way of ...
Brian D. O. Anderson, Manfred Deistler
FLAIRS
2000
15 years 1 months ago
Inferencing Bayesian Networks from Time Series Data Using Natural Selection
This paper describes a new framework for using natural selection to evolve Bayesian Networks for use in forecasting time series data. It extends current research by introducing a ...
Andrew J. Novobilski, Farhad Kamangar
EUSFLAT
2009
203views Fuzzy Logic» more  EUSFLAT 2009»
14 years 9 months ago
Online Recognition of Fuzzy Time Series Patterns
This article deals with the recognition of recurring multivariate time series patterns modelled sample-point-wise by parametric fuzzy sets. An efficient classification-based approa...
Gernot Herbst, Steffen F. Bocklisch
ICDE
1999
IEEE
209views Database» more  ICDE 1999»
16 years 1 months ago
Efficient Time Series Matching by Wavelets
Time series stored as feature vectors can be indexed by multidimensional index trees like R-Trees for fast retrieval. Due to the dimensionality curse problem, transformations are ...
Kin-pong Chan, Ada Wai-Chee Fu
CORR
2011
Springer
213views Education» more  CORR 2011»
14 years 6 months ago
Adapting to Non-stationarity with Growing Expert Ensembles
Forecasting sequences by expert ensembles generally assumes stationary or near-stationary processes; however, in complex systems and many real-world applications, we are frequentl...
Cosma Rohilla Shalizi, Abigail Z. Jacobs, Aaron Cl...