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» Computing and using residuals in time series models
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IJCNN
2007
IEEE
14 years 1 months ago
Automated Linear Modeling of Time Series with Self Adaptive Genetic Algorithms
—In this paper we present two algorithms that automatically calculate linear expressions for Time Series. To estimate the maximum number of terms of the linear expression and the...
Pedro Flores, Carlos Anaya, Hector M. Ramirez, Lui...
ICDM
2006
IEEE
137views Data Mining» more  ICDM 2006»
14 years 1 months ago
Mining Complex Time-Series Data by Learning Markovian Models
In this paper, we propose a novel and general approach for time-series data mining. As an alternative to traditional ways of designing specific algorithm to mine certain kind of ...
Yi Wang, Lizhu Zhou, Jianhua Feng, Jianyong Wang, ...
ICML
2010
IEEE
13 years 8 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
ESWA
2007
96views more  ESWA 2007»
13 years 7 months ago
Forecasting airborne pollen concentration time series with neural and neuro-fuzzy models
Forecasting airborne pollen concentrations is one of the most studied topics in aerobiology, due to its crucial application to allergology. The most used tools for this problem ar...
José Luis Aznarte, José Manuel Benit...
TMI
2010
175views more  TMI 2010»
13 years 2 months ago
Spatially Adaptive Mixture Modeling for Analysis of fMRI Time Series
Within-subject analysis in fMRI essentially addresses two problems, the detection of brain regions eliciting evoked activity and the estimation of the underlying dynamics. In [1, 2...
Thomas Vincent, Laurent Risser, Philippe Ciuciu