Forecasting time series by an ensemble of Artificial Neural Networks based on transforming the time series.
Germán GutiérrezM. Paz Sesmero LorenteAraceli SanchisPublished in: SMC (2016)
Keyphrases
- artificial neural networks
- weather forecasting
- financial time series
- neural network
- exponential smoothing
- non stationary
- dynamic time warping
- temporal patterns
- short term
- stock market
- chaotic time series
- multivariate time series
- moving average
- data mining
- arma model
- forecasting accuracy
- subsequence matching
- computational intelligence
- symbolic representation
- data mining tasks
- autoregressive
- genetic algorithm