Handling Concept Drift in Financial Time Series Data: Recurrent Xavier On-line Sequential Extreme Learning Machine.
Zongying LiuWenru ZhangHui SunShaoxi LiHangqi LiPublished in: SPML (2022)
Keyphrases
- concept drift
- extreme learning machine
- data streams
- feedforward neural networks
- support vector regression
- feed forward neural networks
- neural network
- change detection
- data distribution
- recurrent neural networks
- single layer
- non stationary
- hidden nodes
- classification algorithm
- gaussian processes
- feed forward
- ensemble learning
- variable selection
- ensemble classifier
- activation function
- support vector machine
- function approximation
- regression model
- artificial neural networks