A time-dependent enhanced support vector machine for time series regression
暂无分享,去创建一个
[1] Alexander J. Smola,et al. Bundle Methods for Regularized Risk Minimization , 2010, J. Mach. Learn. Res..
[2] Lei Xu,et al. Independent component ordering in ICA time series analysis , 2001, Neurocomputing.
[3] Eamonn J. Keogh,et al. Scaling and time warping in time series querying , 2005, The VLDB Journal.
[4] Saso Dzeroski,et al. Analysis of Time Series Data with Predictive Clustering Trees , 2006, KDID.
[5] Xindong Wu,et al. Mining distribution change in stock order streams , 2010, 2010 IEEE 26th International Conference on Data Engineering (ICDE 2010).
[6] Lars Schmidt-Thieme,et al. Factorizing Markov Models for Categorical Time Series Prediction , 2011 .
[7] Masashi Sugiyama,et al. Change-Point Detection in Time-Series Data by Direct Density-Ratio Estimation , 2009, SDM.
[8] Nguyen Lu Dang Khoa,et al. Robust Outlier Detection Using Commute Time and Eigenspace Embedding , 2010, PAKDD.
[9] Ming-Wei Chang,et al. Analysis of Nonstationary Time Series Using Support Vector Machines , 2002, SVM.
[10] Tim Oates,et al. Visualizing Variable-Length Time Series Motifs , 2012, SDM.
[11] Varun Chandola,et al. A Gaussian Process Based Online Change Detection Algorithm for Monitoring Periodic Time Series , 2011, SDM.
[12] Ming-Syan Chen,et al. Adaptive Clustering for Multiple Evolving Streams , 2006, IEEE Transactions on Knowledge and Data Engineering.
[13] Ee-Peng Lim,et al. Analyzing feature trajectories for event detection , 2007, SIGIR.
[14] Pang-Ning Tan,et al. An Integrated Framework for Simultaneous Classification and Regression of Time-Series Data , 2010, SDM.
[15] Sanjay Chawla,et al. A Quadratic Mean based Supervised Learning Model for Managing Data Skewness , 2011, SDM.
[16] Sergio Greco,et al. Effective and efficient similarity search in time series , 2006, CIKM '06.
[17] Robert Fildes,et al. Journal of forecasting 7: Robert F. Engle, Scott J. Brown and Gary Stern, “A comparison of adaptive structural forecasting methods for electricity sales”, (1988) 149–172 , 1989 .
[18] Yan Liu,et al. Sparse-GEV: Sparse Latent Space Model for Multivariate Extreme Value Time Serie Modeling , 2012, ICML.
[19] G. C. Tiao,et al. Random Level-Shift Time Series Models, ARIMA Approximations, and Level-Shift Detection , 1990 .
[20] Kun-Huang Huarng,et al. The application of neural networks to forecast fuzzy time series , 2006 .
[21] Tzung-Pei Hong,et al. Cluster-based genetic segmentation of time series with DWT , 2009, Pattern Recognit. Lett..
[22] Zoran Obradovic,et al. Rapid design of neural networks for time series prediction , 1996 .
[23] Philip S. Yu,et al. Extracting Interpretable Features for Early Classification on Time Series , 2011, SDM.
[24] Valentina Corradi,et al. Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries , 2005 .
[25] Chih-Ling Tsai,et al. Outlier Detections in Autoregressive Models , 2003 .
[26] R. Tsay. Outliers, Level Shifts, and Variance Changes in Time Series , 1988 .
[27] Pang-Ning Tan,et al. Detection and Characterization of Anomalies in Multivariate Time Series , 2009, SDM.
[28] Lai-Wan Chan,et al. Support Vector Machine Regression for Volatile Stock Market Prediction , 2002, IDEAL.
[29] Francis Eng Hock Tay,et al. Support vector machine with adaptive parameters in financial time series forecasting , 2003, IEEE Trans. Neural Networks.
[30] Eamonn J. Keogh,et al. Online discovery and maintenance of time series motifs , 2010, KDD.