Sequential input selection algorithm for long-term prediction of time series.
Jarkko TikkaJaakko HollménPublished in: Neurocomputing (2008)
Keyphrases
- selection algorithm
- long term
- short term
- chaotic time series
- prototype selection
- financial time series
- short term prediction
- selection scheme
- prediction accuracy
- moving average
- sequential data
- resource selection
- reduction method
- mining sequential
- exponential smoothing
- search algorithm
- macroblock
- extreme values
- prediction model
- non stationary
- feature subset selection
- box jenkins
- stock market
- image processing
- dynamic time warping
- k nearest neighbor