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APIN
2008
305views more  APIN 2008»
13 years 7 months ago
A generalized model for financial time series representation and prediction
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...
Depei Bao
ESANN
1998
13 years 8 months ago
Forecasting time-series by Kohonen classification
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...
CSDA
2007
202views more  CSDA 2007»
13 years 7 months ago
Bayesian estimation of the Gaussian mixture GARCH model
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...
María Concepción Ausín, Pedro...
ICDM
2009
IEEE
200views Data Mining» more  ICDM 2009»
13 years 5 months ago
Improving SVM Classification on Imbalanced Data Sets in Distance Spaces
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 ...
Suzan Koknar-Tezel, Longin Jan Latecki
KDD
2007
ACM
202views Data Mining» more  KDD 2007»
14 years 8 months ago
Support feature machine for classification of abnormal brain activity
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...