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» Subsequence Matching on Structured Time Series Data
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NPL
2011
12 years 11 months ago
A Neural Network Scheme for Long-Term Forecasting of Chaotic Time Series
The accuracy of a model to forecast a time series diminishes as the prediction horizon increases, in particular when the prediction is carried out recursively. Such decay is faster...
Pilar Gómez-Gil, Juan Manuel Ramírez...
IPMI
2005
Springer
14 years 9 months ago
Analysis of Event-Related fMRI Data Using Diffusion Maps
The blood oxygen level-dependent (BOLD) signal in response to brief periods of stimulus can be detected using event-related functional magnetic resonance imaging (ER-fMRI). In this...
François G. Meyer, Xilin Shen
TIT
2011
140views more  TIT 2011»
13 years 3 months ago
Sequential Quantile Prediction of Time Series
Motivated by a broad range of potential applications, we address the quantile prediction problem of real-valued time series. We present a sequential quantile forecasting model bas...
Gérard Biau, Benoît Patra
CIKM
1998
Springer
14 years 21 days ago
Supporting Fast Search in Time Series for Movement Patterns in Multiple Scales
An important investigation of time series involves searching for \movement" patterns, such as \going up" or \going down" or some combinations of them. Movement patt...
Yunyao Qu, Changzhou Wang, Xiaoyang Sean Wang
CEC
2009
IEEE
14 years 3 months ago
Evolving hypernetwork models of binary time series for forecasting price movements on stock markets
— The paper proposes a hypernetwork-based method for stock market prediction through a binary time series problem. Hypernetworks are a random hypergraph structure of higher-order...
Elena Bautu, Sun Kim, Andrei Bautu, Henri Luchian,...