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PVLDB
2008
138views more  PVLDB 2008»
13 years 7 months ago
A skip-list approach for efficiently processing forecasting queries
Time series data is common in many settings including scientific and financial applications. In these applications, the amount of data is often very large. We seek to support pred...
Tingjian Ge, Stanley B. Zdonik
CSMR
2008
IEEE
14 years 1 months ago
Trend Analysis and Issue Prediction in Large-Scale Open Source Systems
Effort to evolve and maintain a software system is likely to vary depending on the amount and frequency of change requests. This paper proposes to model change requests as time se...
Bénédicte Kenmei, Giuliano Antoniol,...
EUSFLAT
2009
312views Fuzzy Logic» more  EUSFLAT 2009»
13 years 5 months ago
Forecasting Exchange Rates: A Neuro-Fuzzy Approach
This paper presents an adaptive neuro-fuzzy inference system (ANFIS) for USD/JPY exchange rates forecasting. Previous work often used time series techniques and neural networks (NN...
Meysam Alizadeh, Roy Rada, Akram Khaleghei Ghoshe ...
CSDA
2006
117views more  CSDA 2006»
13 years 7 months ago
Exact maximum likelihood estimation of structured or unit root multivariate time series models
TheexactlikelihoodfunctionofaGaussianvectorautoregressive-movingaverage(VARMA)model is evaluated in two nonstandard cases: (a) a parsimonious structured form, such as obtained in ...
Guy Mélard, Roch Roy, Abdessamad Saidi
WINE
2005
Springer
268views Economy» more  WINE 2005»
14 years 29 days ago
Mining Stock Market Tendency Using GA-Based Support Vector Machines
In this study, a hybrid intelligent data mining methodology, genetic algorithm based support vector machine (GASVM) model, is proposed to explore stock market tendency. In this hyb...
Lean Yu, Shouyang Wang, Kin Keung Lai