Sciweavers

407 search results - page 10 / 82
» Time series prediction using DirRec strategy
Sort
View
IJCNN
2000
IEEE
13 years 11 months ago
Input Window Size and Neural Network Predictors
Neural Network approaches to time series prediction are briefly discussed, and the need to specify an appropriately sized input window identified. Relevant theoretical results fro...
Ray J. Frank, Neil Davey, S. P. Hunt
WSDM
2012
ACM
325views Data Mining» more  WSDM 2012»
12 years 2 months ago
Correlating financial time series with micro-blogging activity
We study the problem of correlating micro-blogging activity with stock-market events, defined as changes in the price and traded volume of stocks. Specifically, we collect messa...
Eduardo J. Ruiz, Vagelis Hristidis, Carlos Castill...
GECCO
2008
Springer
179views Optimization» more  GECCO 2008»
13 years 8 months ago
A hybrid method for tuning neural network for time series forecasting
This paper presents an study about a new Hybrid method GRASPES - for time series prediction, inspired in F. Takens theorem and based on a multi-start metaheuristic for combinatori...
Aranildo Rodrigues Lima Junior, Tiago Alessandro E...
ESANN
2001
13 years 8 months ago
Input data reduction for the prediction of financial time series
Prediction of financial time series using artificial neural networks has been the subject of many publications, even if the predictability of financial series remains a subject of ...
Amaury Lendasse, John Aldo Lee, Eric de Bodt, Vinc...
CSMR
2008
IEEE
14 years 1 months ago
Trend Analysis and Issue Prediction in Large-Scale Open Source Systems
Effort to evolve and maintain a software system is likely to vary depending on the amount and frequency of change requests. This paper proposes to model change requests as time se...
Bénédicte Kenmei, Giuliano Antoniol,...