In this paper, we propose a generic non-linear approach for time series forecasting. The main feature of this approach is the use of a simple statistical forecasting in small regio...
Amaury Lendasse, Michel Verleysen, Eric de Bodt, M...
Kohonen self-organisation maps are a well know classification tool, commonly used in a wide variety of problems, but with limited applications in time series forecasting context....
Geoffroy Simon, Amaury Lendasse, Marie Cottrell, J...
— This paper suggests a constructive fuzzy system modeling for time series prediction. The model proposed is based on Takagi-Sugeno system and it comprises two phases. First, a f...
In this work, we proposed to use the Zoomed Ranking approach to rank and select time series models. Zoomed Ranking, originally proposed to generate a ranking of candidate algorith...
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...