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» Time Series Prediction by Perturbed Fuzzy Model
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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. ...
NPL
1998
175views more  NPL 1998»
14 years 10 months ago
Prediction of Chaotic Time-Series with a Resource-Allocating RBF Network
Abstract. One of the main problems associated with arti cial neural networks online learning methods is the estimation of model order. In this paper, we report about a new approach...
Roman Rosipal, Milos Koska, Igor Farkas
ICANN
2005
Springer
15 years 4 months ago
Mutual Information and k-Nearest Neighbors Approximator for Time Series Prediction
This paper presents a method that combines Mutual Information and k-Nearest Neighbors approximator for time series prediction. Mutual Information is used for input selection. K-Nea...
Antti Sorjamaa, Jin Hao, Amaury Lendasse
CEC
2009
IEEE
15 years 5 months ago
Evolving hypernetwork models of binary time series for forecasting price movements on stock markets
— The paper proposes a hypernetwork-based method for stock market prediction through a binary time series problem. Hypernetworks are a random hypergraph structure of higher-order...
Elena Bautu, Sun Kim, Andrei Bautu, Henri Luchian,...
IWANN
2005
Springer
15 years 4 months ago
Direct and Recursive Prediction of Time Series Using Mutual Information Selection
Abstract. This paper presents a comparison between direct and recursive prediction strategies. In order to perform the input selection, an approach based on mutual information is u...
Yongnan Ji, Jin Hao, Nima Reyhani, Amaury Lendasse