Copulas-based ensemble of Artificial Neural Networks for forecasting real world time series.
Ricardo T. A. de OliveiraThaize Fernandes O. de AssisPaulo Renato A. FirminoTiago A. E. FerreiraAdriano L. I. OliveiraPublished in: IJCNN (2016)
Keyphrases
- artificial neural networks
- real world
- weather forecasting
- neural network
- forecasting accuracy
- financial time series
- neural network model
- data sets
- synthetic data
- wide range
- arma model
- exponential smoothing
- case study
- ann models
- back propagation
- short term
- predictive model
- data mining
- arima model
- ensemble methods
- hybrid model
- dynamic time warping
- bp neural network
- multilayer perceptron
- stock market
- training data
- computational intelligence
- non stationary
- benchmark classification problems
- phase space reconstruction
- genetic algorithm ga
- moving average
- benchmark datasets
- chaotic time series
- aggregation functions
- financial data
- feature selection
- mackey glass
- generalized regression neural network
- ensemble learning