Sciweavers

559 search results - page 15 / 112
» Neural methods for non-standard data
Sort
View
NN
2007
Springer
267views Neural Networks» more  NN 2007»
14 years 9 months ago
Modeling of gene regulatory networks with hybrid differential evolution and particle swarm optimization
In the last decade, recurrent neural networks (RNNs) have attracted more efforts in inferring genetic regulatory networks (GRNs), using time series gene expression data from micro...
Rui Xu, Ganesh K. Venayagamoorthy, Donald C. Wunsc...
91
Voted
ESANN
2001
14 years 11 months ago
Input data reduction for the prediction of financial time series
Prediction of financial time series using artificial neural networks has been the subject of many publications, even if the predictability of financial series remains a subject of ...
Amaury Lendasse, John Aldo Lee, Eric de Bodt, Vinc...
84
Voted
VLDB
1995
ACM
181views Database» more  VLDB 1995»
15 years 1 months ago
NeuroRule: A Connectionist Approach to Data Mining
Classification, which involves finding rules that partition a given da.ta set into disjoint groups, is one class of data mining problems. Approaches proposed so far for mining cla...
Hongjun Lu, Rudy Setiono, Huan Liu
IJCNN
2006
IEEE
15 years 3 months ago
Learning using Dynamical Regime Identification and Synchronization
—This study proposes to generalize Hebbian learning by identifying and synchronizing the dynamical regimes of individual nodes in a recurrent network. The connection weights are ...
Nicolas Brodu
IWANN
1999
Springer
15 years 1 months ago
Forecasting Financial Time Series through Intrinsic Dimension Estimation and Non-Linear Data Projection
A crucial problem in non-linear time series forecasting is to determine its auto-regressive order, in particular when the prediction method is non-linear. We show in this paper tha...
Michel Verleysen, Eric de Bodt, Amaury Lendasse