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» Time series prediction using DirRec strategy
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ESANN
1998
13 years 8 months ago
Recurrent SOM with local linear models in time series prediction
Recurrent Self-Organizing Map (RSOM) is studied in three di erent time series prediction cases. RSOM is used to cluster the series into local data sets, for which corresponding lo...
Timo Koskela, Markus Varsta, Jukka Heikkonen, Kimm...
ESANN
2000
13 years 8 months ago
Nonlinear prediction of spatio-temporal time series
Abstract. A prediction scheme for spatio-temporal time series is presented that is based on reconstructed local states. As a numerical example the ev olution of a Kuramoto-Sivashin...
Ulrich Parlitz, Christian Merkwirth
CSDA
2004
129views more  CSDA 2004»
13 years 7 months ago
Gaussian process for nonstationary time series prediction
In this paper, the problem of time series prediction is studied. A Bayesian procedure based on Gaussian process models using a nonstationary covariance function is proposed. Exper...
Sofiane Brahim-Belhouari, Amine Bermak
DMIN
2006
122views Data Mining» more  DMIN 2006»
13 years 8 months ago
Cost-Sensitive Analysis in Multiple Time Series Prediction
- In this paper we propose a new methodology for Cost-Benefit analysis in a multiple time series prediction problem. The proposed model is evaluated in a real world application bas...
Chamila Walgampaya, Mehmed M. Kantardzic
AUSDM
2007
Springer
145views Data Mining» more  AUSDM 2007»
14 years 1 months ago
Temporal Pattern Matching for the Prediction of Stock Prices
Time series data poses a significant variation to the traditional segmentation techniques of data mining because the observation is derived from multiple instances of the same und...
Richi Nayak, Paul te Braak