Direct and Recursive Prediction of Time Series Using Mutual Information Selection.
Yongnan JiJin HaoNima ReyhaniAmaury LendassePublished in: IWANN (2005)
Keyphrases
- mutual information
- information theoretic
- prediction accuracy
- selection criterion
- similarity measure
- financial time series
- image registration
- feature selection
- chaotic time series
- prediction algorithm
- information gain
- prediction model
- exponential smoothing
- multi modal image registration
- non stationary
- statistical dependence
- multimodal image registration
- moving average
- mackey glass
- machine learning
- multivariate time series
- kullback leibler divergence
- dynamic time warping
- medical image registration
- phase space
- symbolic representation
- extreme values
- selection strategy
- prediction error
- artificial neural networks
- image processing
- neural network