Long-term prediction of time series using NNE-based projection and OP-ELM.
Antti SorjamaaYoan MicheRobert WeissAmaury LendassePublished in: IJCNN (2008)
Keyphrases
- long term
- short term
- financial time series
- chaotic time series
- short term prediction
- prediction accuracy
- stock market
- moving average
- non stationary
- prediction model
- machine learning
- exponential smoothing
- multivariate time series
- prediction error
- mackey glass
- prediction algorithm
- scalable video coding
- phase space
- dynamic time warping
- extreme values
- arima model
- learning algorithm
- box jenkins
- neural network