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A novel time series prediction method based on pooling compressed sensing echo state network and its application in stock market.

Zijian WangHui ZhaoMingwen ZhengSijie NiuXizhan GaoLixiang Li
Published in: Neural Networks (2023)
Keyphrases
  • kernel function
  • stock market
  • high dimensional
  • compressed sensing
  • clustering method
  • learning algorithm
  • feature extraction
  • object recognition
  • recurrent neural networks