— 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. ...
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...
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...
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...
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 ...