111 search results - page 7 / 23 » Integration of multi-time-scale models in time series foreca... |
CDC
2008
IEEE
14 years 1 months ago
2008
IEEE
— In this paper we present a structure theory for generalized linear dynamic factor models (GDFM’s). Emphasis is laid on the so-called zeroless case. GDFM’s provide a way of ...
FLAIRS
2000
13 years 8 months ago
2000
This paper describes a new framework for using natural selection to evolve Bayesian Networks for use in forecasting time series data. It extends current research by introducing a ...
EUSFLAT
2009
13 years 5 months ago
2009
This article deals with the recognition of recurring multivariate time series patterns modelled sample-point-wise by parametric fuzzy sets. An efficient classification-based approa...
CORR
2011
Springer
13 years 2 months ago
2011
Springer
Forecasting sequences by expert ensembles generally assumes stationary or near-stationary processes; however, in complex systems and many real-world applications, we are frequentl...
IJIT
2004
13 years 8 months ago
2004
This paper deals with the application of a well-known neural network technique, multi-layer back-propagation (BP) neural network, in financial data mining. A modified neural networ...