Financial time series prediction using distributed machine learning techniques
Sign Up to like & getrecommendations! Published in 2017 at "Neural Computing and Applications"
DOI: 10.1007/s00521-017-3283-2
Abstract: The financial time series is inherently nonlinear and hence cannot be efficiently predicted by using linear statistical methods such as regression. Hence, intelligent predictor has been developed and reported which is suitable for nonlinear time… read more here.
Keywords: series prediction; time series; financial time; time ... See more keywords
Time Series Prediction for Graphs in Kernel and Dissimilarity Spaces
Sign Up to like & getrecommendations! Published in 2017 at "Neural Processing Letters"
DOI: 10.1007/s11063-017-9684-5
Abstract: Graphs are a flexible and general formalism providing rich models in various important domains, such as distributed computing, intelligent tutoring systems or social network analysis. In many cases, such models need to take changes in… read more here.
Keywords: series prediction; time series; regression; time ... See more keywords
Online Learning for Time Series Prediction of AR Model with Missing Data
Sign Up to like & getrecommendations! Published in 2019 at "Neural Processing Letters"
DOI: 10.1007/s11063-019-10007-x
Abstract: Recently online learning algorithm is applied to time series prediction with missing data without the strict assumption on the noise terms. The existing algorithm only uses the observed data to predict time series, which does… read more here.
Keywords: series prediction; time series; time; online learning ... See more keywords
Time series prediction using bayesian filtering model and fuzzy neural networks
Sign Up to like & getrecommendations! Published in 2017 at "Optik"
DOI: 10.1016/j.ijleo.2017.03.096
Abstract: Abstract Time series prediction is a challenging research topic, especially for multi-step-ahead prediction. In this paper, a novel multi-step-ahead time series prediction model is proposed based on combination of the Bayesian filtering model (BFM) and… read more here.
Keywords: model; series prediction; time; time series ... See more keywords
Online learning for vector autoregressive moving-average time series prediction
Sign Up to like & getrecommendations! Published in 2018 at "Neurocomputing"
DOI: 10.1016/j.neucom.2018.04.011
Abstract: Abstract Multivariate time series analysis considers simultaneously multiple time series, which is much more complicated than the univariate time series analysis in general. VARMA (vector autoregressive moving-average) is one of the most mainstream multivariate time… read more here.
Keywords: vector autoregressive; series prediction; time; time series ... See more keywords
Fractional Fourier Transform in Time Series Prediction
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Signal Processing Letters"
DOI: 10.1109/lsp.2022.3228131
Abstract: Several signal processing tools are integrated into machine learning models for performance and computational cost improvements. Fourier transform (FT) and its variants, which are powerful tools for spectral analysis, are employed in the prediction of… read more here.
Keywords: time; time series; fourier transform; series prediction ... See more keywords
Interval Type-2 Fuzzy Neural Networks for Chaotic Time Series Prediction: A Concise Overview
Sign Up to like & getrecommendations! Published in 2019 at "IEEE Transactions on Cybernetics"
DOI: 10.1109/tcyb.2018.2834356
Abstract: Chaotic time series widely exists in nature and society (e.g., meteorology, physics, economics, etc.), which usually exhibits seemingly unpredictable features due to its inherent nonstationary and high complexity. Thankfully, multifarious advanced approaches have been developed… read more here.
Keywords: series prediction; prediction; chaotic time; time series ... See more keywords
Deep Fuzzy Cognitive Maps for Interpretable Multivariate Time Series Prediction
Sign Up to like & getrecommendations! Published in 2021 at "IEEE Transactions on Fuzzy Systems"
DOI: 10.1109/tfuzz.2020.3005293
Abstract: The fuzzy cognitive map (FCM) is a powerful model for system state prediction and interpretable knowledge representation. Recent years have witnessed the tremendous efforts devoted to enhancing the basic FCM, such as introducing temporal factors,… read more here.
Keywords: fuzzy cognitive; series prediction; prediction; time series ... See more keywords
Multivariate Time-Series Prediction in Industrial Processes via a Deep Hybrid Network Under Data Uncertainty
Sign Up to like & getrecommendations! Published in 2023 at "IEEE Transactions on Industrial Informatics"
DOI: 10.1109/tii.2022.3198670
Abstract: With the rapid progress of the industrial Internet of Things (IIoT), reducing data uncertainty has become a critical issue in predicting the development trends of systems and formulating future maintenance strategies. This article proposes an… read more here.
Keywords: network; time; data uncertainty; time series ... See more keywords
Hierarchical Echo State Network With Sparse Learning: A Method for Multidimensional Chaotic Time Series Prediction.
Sign Up to like & getrecommendations! Published in 2022 at "IEEE transactions on neural networks and learning systems"
DOI: 10.1109/tnnls.2022.3157830
Abstract: Echo state network (ESN), a type of special recurrent neural network with a large-scale randomly fixed hidden layer (called a reservoir) and an adaptable linear output layer, has been widely employed in the field of… read more here.
Keywords: series prediction; time; echo state; time series ... See more keywords
Robust and Adaptive Online Time Series Prediction with Long Short-Term Memory
Sign Up to like & getrecommendations! Published in 2017 at "Computational Intelligence and Neuroscience"
DOI: 10.1155/2017/9478952
Abstract: Online time series prediction is the mainstream method in a wide range of fields, ranging from speech analysis and noise cancelation to stock market analysis. However, the data often contains many outliers with the increasing… read more here.
Keywords: series prediction; prediction; time series; online time ... See more keywords