Abstract Traditional financial analysis systems utilize lowlevel price data as their analytical basis. For example, a decision-making system for stock predictions regards raw price...
In this paper, we propose a generic non-linear approach for time series forecasting. The main feature of this approach is the use of a simple statistical forecasting in small regio...
Amaury Lendasse, Michel Verleysen, Eric de Bodt, M...
In this paper, we perform Bayesian inference and prediction for a GARCH model where the innovations are assumed to follow a mixture of two Gaussian distributions. This GARCH model...
Abstract--Imbalanced data sets present a particular challenge to the data mining community. Often, it is the rare event that is of interest and the cost of misclassifying the rare ...
In this study, a novel multidimensional time series classification technique, namely support feature machine (SFM), is proposed. SFM is inspired by the optimization model of suppo...
Wanpracha Art Chaovalitwongse, Ya-Ju Fan, Rajesh C...