نتایج جستجو برای: series prediction
تعداد نتایج: 592412 فیلتر نتایج به سال:
This paper employs a general non-linear analysis tool to analyse the nature of time series associated with the price (returns) of a particular company in Tehran Stock Exchange. It is shown that the behavior of the process associated with the price (returns) time-series of this company is weakly chaotic, and due to the non-random behavior of the process, short term prediction of stock price is p...
One of the main tasks to analyze and design a mining system is predicting the behavior exhibited by prices in the future. In this paper, the applications of different prediction methods are evaluated in econometrics and financial management fields, such as ARIMA, TGARCH, and stochastic differential equations, for the time-series of monthly copper prices. Moreover, the performance of these metho...
Predicting future behavior of chaotic time series system is a challenging area in the literature of nonlinear systems. The prediction's accuracy of chaotic time series is extremely dependent on the model and the learning algorithm. On the other hand the cyclic solar activity as one of the natural chaotic systems has significant effects on earth, climate, satellites and space missions. Several m...
This paper employs a general non-linear analysis tool to analyse the nature of time series associated with the price (returns) of a particular company in Tehran Stock Exchange. It is shown that the behavior of the process associated with the price (returns) time-series of this company is weakly chaotic, and due to the non-random behavior of the process, short term prediction of stock price is p...
A model was constructed to predict the amount of solar radiation that will make contact with the surface of the earth in a given location an hour into the future. This project was supported by the Southern Company to determine at what specific times during a given day of the year solar panels could be relied upon to produce energy in sufficient quantities. Due to their ability as universal func...
Time series prediction is a challenging research area with broad application prospects in machine learning. Accurate prediction on a time series’ value can provide important information for the decision-makers. In the literature, many works were reported to extend different architecture of artificial neural networks to work with time series prediction. However, most of the work only considered ...
Time series prediction is a challenging research area with broad application prospects. Accurate time series prediction can provide important information for the relevant decision-makers. Many works extended different architecture of artificial neural networks to work with time series prediction, but they mostly only consider the time series itself, does not weigh the impact of relevant time se...
Multistep-ahead prediction is the task of predicting a sequence of values in a time series. A typical approach, known as multi-stage prediction, is to apply a predictive model step-by-step and use the predicted value of the current time step to determine its value in the next time step. This paper examines two alternative approaches known as independent value prediction and parameter prediction...
Let {Xn} be a stationary and ergodic time series taking values from a finite or countably infinite set X . Assume that the distribution of the process is otherwise unknown. We propose a sequence of stopping times λn along which we will be able to estimate the conditional probability P (Xλn+1 = x|X0, . . . , Xλn) from data segment (X0, . . . , Xλn) in a pointwise consistent way for a restricted ...
Link prediction is a task in Social Network Analysis that consists of predicting connections that are most likely to appear considering previous observed links in a social network. The majority of works in this area only performs the task by exploring the state of the network at a specific moment to make the prediction of new links, without considering the behavior of links as time goes by. In ...
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