Journal ArticleDOI
Improved time series prediction with a new method for selection of model parameters
TLDR
In this article, a new method for model selection in prediction of time series is proposed, which takes into account the sharp changes in a time series and improves the generalization capability of the KPCR model for better prediction of the unseen test data.Abstract:
A new method for model selection in prediction of time series is proposed. Apart from the conventional criterion of minimizing RMS error, the method also minimizes the error on the distribution of singularities, evaluated through the local Holder estimates and its probability density spectrum. Predictions of two simulated and one real time series have been done using kernel principal component regression (KPCR) and model parameters of KPCR have been selected employing the proposed as well as the conventional method. Results obtained demonstrate that the proposed method takes into account the sharp changes in a time series and improves the generalization capability of the KPCR model for better prediction of the unseen test data.read more
Citations
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Proceedings Article
Electricity Price Forecasting Using a Clustering Approach
TL;DR: A clustering based forecasting method is introduced to forecast the short term electricity price as a kind of time series using a simple clustering approach to classify clusters and then sorting according to the probabilities calculated by using the Bayespsila formula.
Proceedings ArticleDOI
Electricity price forecasting using a clustering approach
TL;DR: In this paper, a clustering based forecasting method is introduced to forecast the short term electricity price as a kind of time series, which contains input-output decomposition and using a simple clustering approach to classify them and then for a new input (a specified number of past time series values), these clusters are sorted according to the probabilities calculated by using the Bayespsila formula.
A survey of time series data prediction on shopping mall
Mohammed Ali,Abdul Rahim +1 more
TL;DR: Frequent patterns are those that appear most often in a data set as a collection of various item sets or its subsequences and the algorithms like Apriori and FP Growth are used to mine the frequent patterns.
Journal ArticleDOI
Relaxation and phase space singularities in time series of human magnetoencephalograms as indicator of photosensitive epilepsy
Renat M. Yulmetyev,Peter Hänggi,Dinara G. Yulmetyeva,Shinsuke Shimojo,E. V. Khusaenova,Katsumi Watanabe,Joydeep Bhattacharya,Joydeep Bhattacharya +7 more
TL;DR: In this paper, some statistical quantifiers that support the information characteristics of neuromagnetic brain responses (magnetoencephalogram, MEG) were used to analyze the crucial role of fluctuation and relaxation effects for the function of the human brain.
References
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Journal ArticleDOI
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Journal ArticleDOI
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Journal ArticleDOI
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Journal ArticleDOI
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TL;DR: An error estimate is presented for this forecasting technique for chaotic data, and its effectiveness is demonstrated by applying it to several examples, including data from the Mackey-Glass delay differential equation, Rayleigh-Benard convection, and Taylor-Couette flow.
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