PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

European Symposium on Time Series Prediction: Special Issue
Amaury Lendasse, Timo Honkela and Olli Simula
Neurocomputing 2010.

Abstract

Time series forecasting is a challenge in many fields. In finance, one forecasts stock exchange courses or stock market indices; data processing specialists forecast the flow of information on their networks; producers of electricity forecast the load of the following day. The common point to their problems is the following: how can one analyze and use the past to predict the future? Many techniques exist including linear methods such as ARX or ARMA, and nonlinear ones such as the ones used in the area of machine learning [1].

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EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Computational, Information-Theoretic Learning with Statistics
Learning/Statistics & Optimisation
Theory & Algorithms
ID Code:6655
Deposited By:Amaury Lendasse
Deposited On:08 March 2010