Fractional stochastic configuration networks-based nonstationary time series prediction and confidence interval estimation.
Jing WangJian Qi WangYang Quan ChenYan Zhu ZhangPublished in: Expert Syst. Appl. (2022)
Keyphrases
- non stationary
- interval estimation
- fractional brownian motion
- markov processes
- adaptive algorithms
- autoregressive
- random fields
- stock price
- empirical mode decomposition
- concept drift
- learning algorithm
- image compression
- multi component
- social networks
- network structure
- neuro fuzzy
- blind source separation
- collaborative filtering
- multiscale
- stochastic differential equations