Long-term time series prediction using OP-ELM

DOI10.1016/J.NEUNET.2013.12.002MaRDI QIDQ470217zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Alexander Grigorievskiy, Yoan Miche, Anne-Mari Ventelä, Eric Séverin, Amaury Lendasse

Publication date 12 November 2014

Published in Neural Networks (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.neunet.2013.12.002

zbMATH Keywords

direct strategyDirRec strategyELMLS-SVMOP-ELMordinary least squaresrecursive strategytime series prediction

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Learning and adaptive systems in artificial intelligence (68T05)

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Cites work

• Bagging predictors
• Heuristics of instability and stabilization in model selection
• scientific article; zbMATH DE number 1843268 (Why is no real title available?)
• Improved variable selection with forward-lasso adaptive shrinkage
• Least angle regression. (With discussion)
• Prediction of composite indicators using combined method of extreme learning machine and locally weighted regression
• The elements of statistical learning. Data mining, inference, and prediction
• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
• Time series analysis. Forecasting and control

Cited in

(2)

• Online sequential prediction for nonstationary time series with new weight-setting strategy using extreme learning machine
• Multivariate time series prediction based on weighted extreme learning machine

Describes a project that uses

Uses Software

• LS-SVMlab
• OP-ELM

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