Sciweavers

294 search results - page 8 / 59
» Neural Network Ensembles for Time Series Prediction
Sort
View
ENGL
2007
204views more  ENGL 2007»
14 years 11 months ago
Long-Term Prediction, Chaos and Artificial Neural Networks. Where is the Meeting Point?
—This paper presents the advances of a research using a combination of recurrent and feed-forward neural networks for long term prediction of chaotic time series. It is known tha...
Pilar Gómez-Gil
ESANN
2008
15 years 1 months ago
A Method for Time Series Prediction using a Combination of Linear Models
This paper presents a new approach for time series prediction using local dynamic modeling. The proposed method is composed of three blocks: a Time Delay Line that transforms the o...
David Martínez-Rego, Oscar Fontenla-Romero,...
IJCNN
2006
IEEE
15 years 5 months ago
Event modeling of message interchange in stochastic neural ensembles
— We propose a modeling framework based on the event-driven paradigm for populations of neurons which interchange messages. Unlike other strategies our approach is focused on the...
Vicenç Gómez, Andreas Kaltenbrunner,...
IJCNN
2006
IEEE
15 years 5 months ago
Local Support Vector Regression for Financial Time Series Prediction
— 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. ...
66
Voted
INFORMATICALT
2008
135views more  INFORMATICALT 2008»
14 years 11 months ago
Neural Network with Matrix Inputs
In this paper we propose and analyze a multilayer perceptron-like model with matrix inputs. We applied the proposed model to the financial time series prediction problem, compared ...
Povilas Daniusis, Pranas Vaitkus