Sciweavers

143 search results - page 6 / 29
» Trend Time-Series Modeling and Forecasting With Neural Netwo...
Sort
View
IJCNN
2006
IEEE
14 years 1 months ago
Local Support Vector Regression for Financial Time Series Prediction
— We consider the regression problem for financial time series. Typically, financial time series are non-stationary and volatile in nature. Because of its good generalization p...
Kaizhu Huang, Haiqin Yang, Irwin King, Michael R. ...
FLAIRS
2004
13 years 9 months ago
A Method Based on RBF-DDA Neural Networks for Improving Novelty Detection in Time Series
Novelty detection in time series is an important problem with application in different domains such as machine failure detection, fraud detection and auditing. An approach to this...
Adriano L. I. Oliveira, Fernando Buarque de Lima N...
FLAIRS
2009
13 years 5 months ago
Multiagent Bayesian Forecasting of Time Series with Graphical Models
Time series are found widely in engineering and science. We study multiagent forecasting in time series, drawing from literature on time series, graphical models, and multiagent s...
Yang Xiang, James Smith, Jeff Kroes
IJCSA
2006
289views more  IJCSA 2006»
13 years 7 months ago
Cash Forecasting: An Application of Artificial Neural Networks in Finance
Artificial Neural Networks are universal and highly flexible function approximators first used in the fields of cognitive science and engineering. In recent years, Neural Networks...
PremChand Kumar, Ekta Walia
EWSN
2006
Springer
14 years 7 months ago
PAQ: Time Series Forecasting for Approximate Query Answering in Sensor Networks
In this paper, we present a method for approximating the values of sensors in a wireless sensor network based on time series forecasting. More specifically, our approach relies on ...
Daniela Tulone, Samuel Madden