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Using Artificial Neural Networks for Timeseries Smoothing and Forecasting

Author: Jaromír Vrbka

Publisher: Springer Nature

Published: 2021-09-04

Total Pages: 197

ISBN-13: 3030756491

The aim of this publication is to identify and apply suitable methods for analysing and predicting the time series of gold prices, together with acquainting the reader with the history and characteristics of the methods and with the time series issues in general. Both statistical and econometric methods, and especially artificial intelligence methods, are used in the case studies. The publication presents both traditional and innovative methods on the theoretical level, always accompanied by a case study, i.e. their specific use in practice. Furthermore, a comprehensive comparative analysis of the individual methods is provided. The book is intended for readers from the ranks of academic staff, students of universities of economics, but also the scientists and practitioners dealing with the time series prediction. From the point of view of practical application, it could provide useful information for speculators and traders on financial markets, especially the commodity markets.

Artificial Intelligence and Soft Computing

Author: Leszek Rutkowski

Publisher: Springer

Published: 2013-06-04

Total Pages: 657

ISBN-13: 364238658X

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The two-volume set LNAI 7894 and LNCS 7895 constitutes the refereed proceedings of the 12th International Conference on Artificial Intelligence and Soft Computing, ICAISC 2013, held in Zakopane, Poland in June 2013. The 112 revised full papers presented together with one invited paper were carefully reviewed and selected from 274 submissions. The 57 papers included in the first volume are organized in the following topical sections: neural networks and their applications; fuzzy systems and their applications; pattern classification; and computer vision, image and speech analysis.

Forecasting: principles and practice

Author: Rob J Hyndman

Publisher: OTexts

Published: 2018-05-08

Total Pages: 380

ISBN-13: 0987507117

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Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.

Artificial Neural Nets and Genetic Algorithms

Author: Andrej Dobnikar

Publisher: Springer Science & Business Media

Published: 1999-07-15

Total Pages: 190

ISBN-13: 9783211833643

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From the contents: Neural networks – theory and applications: NNs (= neural networks) classifier on continuous data domains– quantum associative memory – a new class of neuron-like discrete filters to image processing – modular NNs for improving generalisation properties – presynaptic inhibition modelling for image processing application – NN recognition system for a curvature primal sketch – NN based nonlinear temporal-spatial noise rejection system – relaxation rate for improving Hopfield network – Oja's NN and influence of the learning gain on its dynamics Genetic algorithms – theory and applications: transposition: a biological-inspired mechanism to use with GAs (= genetic algorithms) – GA for decision tree induction – optimising decision classifications using GAs – scheduling tasks with intertask communication onto multiprocessors by GAs – design of robust networks with GA – effect of degenerate coding on GAs – multiple traffic signal control using a GA – evolving musical harmonisation – niched-penalty approach for constraint handling in GAs – GA with dynamic population size – GA with dynamic niche clustering for multimodal function optimisation Soft computing and uncertainty: self-adaptation of evolutionary constructed decision trees by information spreading – evolutionary programming of near optimal NNs

Artificial Neural Networks and Machine Learning -- ICANN 2013

Author: Valeri Mladenov

Publisher: Springer

Published: 2013-09-04

Total Pages: 660

ISBN-13: 3642407285

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The book constitutes the proceedings of the 23rd International Conference on Artificial Neural Networks, ICANN 2013, held in Sofia, Bulgaria, in September 2013. The 78 papers included in the proceedings were carefully reviewed and selected from 128 submissions. The focus of the papers is on following topics: neurofinance graphical network models, brain machine interfaces, evolutionary neural networks, neurodynamics, complex systems, neuroinformatics, neuroengineering, hybrid systems, computational biology, neural hardware, bioinspired embedded systems, and collective intelligence.

Non-Linear Time Series

Author: Kamil Feridun Turkman

Publisher: Springer

Published: 2014-09-29

Total Pages: 255

ISBN-13: 3319070282

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This book offers a useful combination of probabilistic and statistical tools for analyzing nonlinear time series. Key features of the book include a study of the extremal behavior of nonlinear time series and a comprehensive list of nonlinear models that address different aspects of nonlinearity. Several inferential methods, including quasi likelihood methods, sequential Markov Chain Monte Carlo Methods and particle filters, are also included so as to provide an overall view of the available tools for parameter estimation for nonlinear models. A chapter on integer time series models based on several thinning operations, which brings together all recent advances made in this area, is also included. Readers should have attended a prior course on linear time series, and a good grasp of simulation-based inferential methods is recommended. This book offers a valuable resource for second-year graduate students and researchers in statistics and other scientific areas who need a basic understanding of nonlinear time series.

Artificial Neural Networks

Author: Petia Koprinkova-Hristova

Publisher: Springer

Published: 2014-09-02

Total Pages: 487

ISBN-13: 3319099035

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The book reports on the latest theories on artificial neural networks, with a special emphasis on bio-neuroinformatics methods. It includes twenty-three papers selected from among the best contributions on bio-neuroinformatics-related issues, which were presented at the International Conference on Artificial Neural Networks, held in Sofia, Bulgaria, on September 10-13, 2013 (ICANN 2013). The book covers a broad range of topics concerning the theory and applications of artificial neural networks, including recurrent neural networks, super-Turing computation and reservoir computing, double-layer vector perceptrons, nonnegative matrix factorization, bio-inspired models of cell communities, Gestalt laws, embodied theory of language understanding, saccadic gaze shifts and memory formation, and new training algorithms for Deep Boltzmann Machines, as well as dynamic neural networks and kernel machines. It also reports on new approaches to reinforcement learning, optimal control of discrete time-delay systems, new algorithms for prototype selection, and group structure discovering. Moreover, the book discusses one-class support vector machines for pattern recognition, handwritten digit recognition, time series forecasting and classification, and anomaly identification in data analytics and automated data analysis. By presenting the state-of-the-art and discussing the current challenges in the fields of artificial neural networks, bioinformatics and neuroinformatics, the book is intended to promote the implementation of new methods and improvement of existing ones, and to support advanced students, researchers and professionals in their daily efforts to identify, understand and solve a number of open questions in these fields.

Deep Learning for Time Series Forecasting

Author: Jason Brownlee

Publisher: Machine Learning Mastery

Published: 2018-08-30

Total Pages: 572

ISBN-13:

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Deep learning methods offer a lot of promise for time series forecasting, such as the automatic learning of temporal dependence and the automatic handling of temporal structures like trends and seasonality. With clear explanations, standard Python libraries, and step-by-step tutorial lessons you’ll discover how to develop deep learning models for your own time series forecasting projects.

Introduction to Time Series Analysis and Forecasting

Author: Douglas C. Montgomery

Publisher: John Wiley & Sons

Published: 2015-04-21

Total Pages: 670

ISBN-13: 1118745159

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Praise for the First Edition "...[t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics." -MAA Reviews Thoroughly updated throughout, Introduction to Time Series Analysis and Forecasting, Second Edition presents the underlying theories of time series analysis that are needed to analyze time-oriented data and construct real-world short- to medium-term statistical forecasts. Authored by highly-experienced academics and professionals in engineering statistics, the Second Edition features discussions on both popular and modern time series methodologies as well as an introduction to Bayesian methods in forecasting. Introduction to Time Series Analysis and Forecasting, Second Edition also includes: Over 300 exercises from diverse disciplines including health care, environmental studies, engineering, and finance More than 50 programming algorithms using JMP®, SAS®, and R that illustrate the theory and practicality of forecasting techniques in the context of time-oriented data New material on frequency domain and spatial temporal data analysis Expanded coverage of the variogram and spectrum with applications as well as transfer and intervention model functions A supplementary website featuring PowerPoint® slides, data sets, and select solutions to the problems Introduction to Time Series Analysis and Forecasting, Second Edition is an ideal textbook upper-undergraduate and graduate-levels courses in forecasting and time series. The book is also an excellent reference for practitioners and researchers who need to model and analyze time series data to generate forecasts.

Singular Spectrum Analysis for Time Series

Author: Nina Golyandina

Publisher: Springer Science & Business Media

Published: 2013-01-19

Total Pages: 126

ISBN-13: 3642349137

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Singular spectrum analysis (SSA) is a technique of time series analysis and forecasting combining elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA seeks to decompose the original series into a sum of a small number of interpretable components such as trend, oscillatory components and noise. It is based on the singular value decomposition of a specific matrix constructed upon the time series. Neither a parametric model nor stationarity are assumed for the time series. This makes SSA a model-free method and hence enables SSA to have a very wide range of applicability. The present book is devoted to the methodology of SSA and shows how to use SSA both safely and with maximum effect. Potential readers of the book include: professional statisticians and econometricians, specialists in any discipline in which problems of time series analysis and forecasting occur, specialists in signal processing and those needed to extract signals from noisy data, and students taking courses on applied time series analysis.