Forecasting of clustered time series with recurrent neural networks and a fuzzy clustering scheme.
Hans Georg SeedigRalph GrothmannThomas A. RunklerPublished in: IJCNN (2009)
Keyphrases
- recurrent neural networks
- chaotic time series
- clustering scheme
- echo state networks
- neural network
- weather forecasting
- financial time series
- complex valued
- feed forward
- reservoir computing
- forecasting accuracy
- clustering algorithm
- fuzzy clustering
- phase space
- cascade correlation
- membership functions
- recurrent networks
- fuzzy sets
- fuzzy systems
- feedforward neural networks
- fuzzy rules
- short term
- fuzzy logic
- artificial neural networks
- neural model
- forecasting model
- hybrid model
- exponential smoothing
- short term prediction
- arma model
- garch model
- regression model
- decision making
- social networks