882 search results - page 9 / 177 » Dynamic simulation for time series modeling |
AAAI
2000
13 years 10 months ago
2000
We present a Bayesian clustering algorithm for multivariate time series. A clustering is regarded as a probabilistic model in which the unknown auto-correlation structure of a tim...
CAEPIA
2003
Springer
14 years 1 months ago
2003
Springer
This paper describes a time-series prediction method based on the kNN technique. The proposed methodology is applied to the 24hour load forecasting problem. Also, based on recorded...
CORR
2010
Springer
13 years 7 months ago
2010
Springer
This paper proposes a nonparametric Bayesian method for exploratory data analysis and feature construction in continuous time series. Our method focuses on understanding shared fe...
KDD
2008
ACM
14 years 9 months ago
2008
ACM
Many time series prediction methods have focused on single step or short term prediction problems due to the inherent difficulty in controlling the propagation of errors from one ...
NPL
2011
12 years 11 months ago
2011
The accuracy of a model to forecast a time series diminishes as the prediction horizon increases, in particular when the prediction is carried out recursively. Such decay is faster...