251 search results - page 3 / 51 » LS-SVM functional network for time series prediction |
ICANN
1997
Springer
13 years 11 months ago
1997
Springer
IJCNN
2006
IEEE
14 years 1 months ago
2006
IEEE
— We consider the regression problem for financial time series. Typically, financial time series are non-stationary and volatile in nature. Because of its good generalization p...
ESANN
2008
13 years 9 months ago
2008
Frequently, sequences of state transitions are triggered by specific signals. Learning these triggered sequences with recurrent neural networks implies storing them as different at...
ESANN
2003
13 years 8 months ago
2003
The paper presents a method for times series prediction using a local dynamic modeling based on a three step process. In the first step the input data is embedded in a reconstruct...
CSDA
2004
13 years 7 months ago
2004
In this paper, the problem of time series prediction is studied. A Bayesian procedure based on Gaussian process models using a nonstationary covariance function is proposed. Exper...