Wavelet Method Combining BP Networks and Time Series ARMA Modeling for Data Mining Forecasting.
Weimin TongYijun LiPublished in: ICNC (2) (2005)
Keyphrases
- data mining
- arma model
- clustering method
- prediction model
- wavelet analysis
- modeling method
- multiscale
- artificial neural networks
- long term
- support vector machine svm
- pairwise
- preprocessing
- symbolic representation
- objective function
- wavelet transformation
- moving average
- forecasting accuracy
- monte carlo simulation
- autoregressive
- exponential smoothing
- similarity measure