Double quantization of the regressor space for long-term time series prediction: method and proof of stability.
Geoffroy SimonAmaury LendasseMarie CottrellJean-Claude FortMichel VerleysenPublished in: Neural Networks (2004)
Keyphrases
- long term
- high accuracy
- significant improvement
- cost function
- cross validation
- support vector machine
- multivariate time series
- stability analysis
- prediction model
- low dimensional
- computational cost
- dynamic programming
- artificial neural networks
- wavelet transform
- data sets
- detection method
- search space
- regression method
- computational complexity