114 search results - page 6 / 23 » Input Selection for Long-Term Prediction of Time Series |
ESANN
2006
14 years 11 months ago
2006
In this paper, an improvement to the E step of the EM algorithm for nonlinear state-space models is presented. We also propose strategies for model structure selection when the EM-...
ESANN
2008
14 years 11 months ago
2008
Frequently, sequences of state transitions are triggered by specific signals. Learning these triggered sequences with recurrent neural networks implies storing them as different at...
ICNC
2005
Springer
15 years 3 months ago
2005
Springer
In this paper we firstly analysis the chaotic characters of three sets of the financial time series (Hang Sheng Index (HIS), Shanghai Stock Index and US gold price) based on the ph...
ESANN
1998
14 years 11 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...
NCA
2002
IEEE
14 years 9 months ago
2002
IEEE
One of the key problems in forming a smooth model from input-output data is the determination of which input variables are relevant in predicting a given output. In this paper we ...