Feature selection for time series prediction – A combined filter and wrapper approach for neural networks
نویسندگان
چکیده
منابع مشابه
Feature selection for time series prediction - A combined filter and wrapper approach for neural networks
Modelling artificial neural networks (NN) for accurate time series prediction poses multiple challenges, in particular specifying the network architecture in accordance with the underlying structure of the time series. The data generating processes may exhibit a variety of stochastic or deterministic time series patterns of single or multiple seasonality, trends and cycles, overlaid with pulses...
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ژورنال
عنوان ژورنال: Neurocomputing
سال: 2010
ISSN: 0925-2312
DOI: 10.1016/j.neucom.2010.01.017