Recurrent neural networks serve as black-box models for nonlinear dynamical systems identification and time series prediction. Training of recurrent networks typically minimizes t...
Abstract. This paper presents a comparison between direct and recursive prediction strategies. In order to perform the input selection, an approach based on mutual information is u...
Yongnan Ji, Jin Hao, Nima Reyhani, Amaury Lendasse
— Rapidly evolving businesses generate massive amounts of time-stamped data sequences and defy a demand for massively multivariate time series analysis. For such data the predict...
This paper presents a new approach for time series prediction using local dynamic modeling. The proposed method is composed of three blocks: a Time Delay Line that transforms the o...
The paper describes a method for predicting climate time series that consist of significant annual and diurnal seasonal components and a short-term stockastic component. A memory...