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» Time series prediction competition: The CATS benchmark
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IJON
2007
57views more  IJON 2007»
13 years 10 months ago
Time series prediction competition: The CATS benchmark
Amaury Lendasse, Erkki Oja, Olli Simula, Michel Ve...
IJON
2007
118views more  IJON 2007»
13 years 10 months ago
CATS benchmark time series prediction by Kalman smoother with cross-validated noise density
This article presents the winning solution to the CATS time series prediction competition. The solution is based on classical optimal linear estimation theory. The proposed method...
Simo Särkkä, Aki Vehtari, Jouko Lampinen
IJON
2007
106views more  IJON 2007»
13 years 10 months ago
Forecasting the CATS benchmark with the Double Vector Quantization method
The Double Vector Quantization (DVQ) method, a long-term forecasting method based on the self-organizing maps algorithm, has been used to predict the 100 missing values of the CAT...
Geoffroy Simon, John Aldo Lee, Marie Cottrell, Mic...
PKDD
2009
Springer
155views Data Mining» more  PKDD 2009»
14 years 5 months ago
Dynamic Factor Graphs for Time Series Modeling
Abstract. This article presents a method for training Dynamic Factor Graphs (DFG) with continuous latent state variables. A DFG includes factors modeling joint probabilities betwee...
Piotr W. Mirowski, Yann LeCun
ADMI
2009
Springer
14 years 5 months ago
A Sequence Mining Method to Predict the Bidding Strategy of Trading Agents
Abstract. In this work, we describe the process used in order to predict the bidding strategy of trading agents. This was done in the context of the Reverse TAC, or CAT, game of th...
Vivia Nikolaidou, Pericles A. Mitkas