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ICML
2010
IEEE
14 years 10 months ago
Dynamical Products of Experts for Modeling Financial Time Series
Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...
Yutian Chen, Max Welling
112
Voted
ICANN
2001
Springer
15 years 1 months ago
Generalized Relevance LVQ for Time Series
Abstract. An application of the recently proposed generalized relevance learning vector quantization (GRLVQ) to the analysis and modeling of time series data is presented. We use G...
Marc Strickert, Thorsten Bojer, Barbara Hammer
ICNC
2005
Springer
15 years 2 months ago
A Time-Series Decomposed Model of Network Traffic
: Traffic behavior in a large-scale network can be viewed as a complicated non-linear system, so it is very difficult to describe the long-term network traffic behavior in a large-...
Guang Cheng, Jian Gong, Wei Ding 0001
IDA
2009
Springer
15 years 4 months ago
Improving Time Series Forecasting by Discovering Frequent Episodes in Sequences
Abstract. This work aims to improve an existing time series forecasting algorithm –LBF– by the application of frequent episodes techniques as a complementary step to the model....
Francisco Martínez-Álvarez, Alicia T...
JASIS
2010
121views more  JASIS 2010»
14 years 7 months ago
Linear time series models for term weighting in information retrieval
Common measures of term importance in information retrieval (IR) rely on counts of term frequency; rare terms receive higher weight in document ranking than common terms receive. ...
Miles Efron