Multi-step Prediction for Time Series with Factor Mining and Neural Network.
Mingji ZhouJin LiuFei LiJin WangPublished in: MUE/FutureTech (2017)
Keyphrases
- multi step
- neural network
- chaotic time series
- mackey glass
- prediction model
- short term prediction
- lower bounding
- financial time series
- exponential smoothing
- knn
- short term
- function approximation
- single step
- artificial neural networks
- moving average
- neural network model
- data mining tasks
- back propagation
- box jenkins
- tumor classification
- k nearest neighbor
- phase space
- knowledge discovery
- stock market
- text mining
- multi layer perceptron
- radial basis function
- data mining
- elman network
- objective function
- multivariate time series
- bp neural network
- data sets
- principal components
- feature selection
- frequent patterns
- itemsets