—This paper presents the advances of a research using a combination of recurrent and feed-forward neural networks for long term prediction of chaotic time series. It is known tha...
This paper presents a new approach for time series prediction using local dynamic modeling. The proposed method is composed of three blocks: a Time Delay Line that transforms the o...
— We propose a modeling framework based on the event-driven paradigm for populations of neurons which interchange messages. Unlike other strategies our approach is focused on the...
— 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...
Kaizhu Huang, Haiqin Yang, Irwin King, Michael R. ...
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 ...