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INFORMATICALT
2008
135views more  INFORMATICALT 2008»
13 years 7 months ago
Neural Network with Matrix Inputs
In this paper we propose and analyze a multilayer perceptron-like model with matrix inputs. We applied the proposed model to the financial time series prediction problem, compared ...
Povilas Daniusis, Pranas Vaitkus
JMLR
2011
187views more  JMLR 2011»
13 years 2 months ago
Robust Statistics for Describing Causality in Multivariate Time Series
A widely agreed upon definition of time series causality inference, established in the seminal 1969 article of Clive Granger (1969), is based on the relative ability of the histor...
Florin Popescu
ITNG
2010
IEEE
14 years 17 days ago
A Forecasting Capability Study of Empirical Mode Decomposition for the Arrival Time of a Parallel Batch System
This paper demonstrates the feasibility and potential of applying empirical mode decomposition (EMD) to forecast the arrival time behaviors in a parallel batch system. An analysis...
Linh Ngo, Amy W. Apon, Doug Hoffman
ICASSP
2011
IEEE
12 years 11 months ago
Sparse graphical modeling of piecewise-stationary time series
Graphical models are useful for capturing interdependencies of statistical variables in various fields. Estimating parameters describing sparse graphical models of stationary mul...
Daniele Angelosante, Georgios B. Giannakis
CONIELECOMP
2006
IEEE
14 years 1 months ago
Chaotic Time Series Approximation Using Iterative Wavelet-Networks
This paper presents a wavelet neural-network for learning and approximation of chaotic time series. Wavelet-networks are inspired by both feed-forward neural networks and the theo...
E. S. Garcia-Trevino, Vicente Alarcón Aquin...