A crucial problem in non-linear time series forecasting is to determine its auto-regressive order, in particular when the prediction method is non-linear. We show in this paper tha...
Prediction of time series is an important problem in many areas of science and engineering. Extending the horizon of predictions further to the future is the challenging and diffic...
Abstract. One of the main problems associated with arti cial neural networks online learning methods is the estimation of model order. In this paper, we report about a new approach...
This paper presents an study about a new Hybrid method GRASPES - for time series prediction, inspired in F. Takens theorem and based on a multi-start metaheuristic for combinatori...
Aranildo Rodrigues Lima Junior, Tiago Alessandro E...
Abstract. An application of the recently proposed generalized relevance learning vector quantization (GRLVQ) to the analysis and modeling of time series data is presented. We use G...