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» Neural Network Ensembles for Time Series Prediction
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ENGL
2007
204views more  ENGL 2007»
13 years 7 months ago
Long-Term Prediction, Chaos and Artificial Neural Networks. Where is the Meeting Point?
—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...
Pilar Gómez-Gil
ESANN
2008
13 years 9 months ago
A Method for Time Series Prediction using a Combination of Linear Models
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...
David Martínez-Rego, Oscar Fontenla-Romero,...
IJCNN
2006
IEEE
14 years 1 months ago
Event modeling of message interchange in stochastic neural ensembles
— 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...
Vicenç Gómez, Andreas Kaltenbrunner,...
IJCNN
2006
IEEE
14 years 1 months ago
Local Support Vector Regression for Financial Time Series Prediction
— 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. ...
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