Many time series prediction methods have focused on single step or short term prediction problems due to the inherent difficulty in controlling the propagation of errors from one ...
Simple features constructed from order book data for the EURUSD currency pair were used to construct a set of kernels. These kernels were used both individually and simultaneously...
Tristan Fletcher, Zakria Hussain, John Shawe-Taylo...
Mining data streams is important in both science and commerce. Two major challenges are (1) the data may grow without limit so that it is difficult to retain a long history; and (...
— We describe an algorithm to estimate the future cell throughput of a multi-rate broadband wireless network based on previous measurements. The total throughput of a cell depend...
Model selection is important in many areas of supervised learning. Given a dataset and a set of models for predicting with that dataset, we must choose the model which is expected...