Project No. 2 Neural Networks for Time Series Forecasting i Neural Networks for Time Series Forecasting Gregor von Laszewski [email protected]

The article is devoted to the problem of applying the formal data mining tool – forecasting – for the developing of new software and for reengineering the present software. We propose the algorithm adjustments of the time series forecasting. This algorithm takes into account the dependence of the current state of time series from the previous one, the influence of basic fuzzy projected trends i...

ecological changes resulting from climate conditions can severely affect human societies especially in the area of economy and safety. climate catastrophes may cause social and economic tension. forecasting such changes accurately can help the government to control the disasters and to achieve possible benefits (such as water supply in flood). weather forecasting is the application of science a...

Time series forecasting is a problem with many applications. However, in many domains, such as stock market, the underlying generating process of the time series observations may change, making forecasting models obsolete. This problem is known as Concept Drift. Approaches for time series forecasting should be able to detect and react to concept drift in a timely manner, so that the forecasting...

Web sites and transactional databases collect large amounts of time-stamped data. Businesses often want to make future predictions (forecasts) based on numerous sets of time-stamped data (sets of transactions). There are many time series analysis techniques related to forecasting, and an experienced analyst can effectively use these techniques to analyze, model, and forecast time series data. H...

As financial time series are inherently noisy and non-stationary, it is regarded as one of the most challenging applications of time series forecasting. Due to the advantages of generalization capability in obtaining a unique solution, support vector regression (SVR) has also been successfully applied in financial time series forecasting. In the modeling of financial time series using SVR, one ...

artificial neural networks (anns) are flexible computing frameworks and universal approximators that can be applied to a wide range of time series forecasting problems with a high degree of accuracy. however, despite of all advantages cited for artificial neural networks, they have data limitation and need to the large amount of historical data in order to yield accurate results. therefore, the...