A method of selecting similar learning data in the prediction of time series using neural networks.
Hisashi ShimodairaPublished in: ICTAI (1995)
Keyphrases
- prior knowledge
- synthetic data
- neural network
- noisy data
- input data
- data sets
- bayesian methods
- test data
- neural nets
- statistical methods
- missing data
- correlation analysis
- prediction model
- data analysis
- unsupervised learning
- back propagation
- clustering method
- fuzzy logic
- data sources
- learning process
- reinforcement learning
- similarity measure
- learning algorithm
- multivariate time series
- data mining
- feedforward neural networks
- chaotic time series
- dimensionality reduction
- moving average
- financial time series
- learned models
- genetic algorithm
- autoregressive
- feature space
- probabilistic model
- supervised learning