A class of recurrent neural networks is proposed and proven to be capable of identifying any discrete-time dynamical system. The application of the proposed network is addressed in...
—Prediction intervals (PIs) have been proposed in the literature to provide more information by quantifying the level of uncertainty associated to the point forecasts. Traditiona...
Abbas Khosravi, Saeid Nahavandi, Douglas C. Creigh...
— A heuristic is proposed to address free parameter selection for Support Vector Machines, with the goals of improving generalization performance and providing greater insensitiv...
This paper deals with the generation of balanced incomplete block designs (BIBD), a hard constrained combinatorial problem with multiple applications. This problem is here formulat...
In this paper we apply a heuristic method based on artificial neural networks (NN) in order to trace out the efficient frontier associated to the portfolio selection problem. We...