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...
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...
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...
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...