Multichannel time-series modelling and prediction by wavelet networks.
Ales ProcházkaJonathan SmithPublished in: EUSIPCO (1996)
Keyphrases
- prediction accuracy
- financial time series
- linear prediction
- social networks
- moving window
- chaotic time series
- neural network ensemble
- box jenkins
- complex networks
- moving average
- computer networks
- prediction model
- denoising
- network analysis
- extreme values
- prediction algorithm
- stock market
- wavelet coefficients
- multiscale
- feature extraction
- dynamic time warping
- multi channel
- neural network
- single channel
- network structure
- multiresolution
- short term prediction