Adaptive metrics in the nearest neighbours method

DOI10.1016/J.PHYSD.2007.08.019MaRDI QIDQ2482142zbMATH OpenOpenAlexFDO

Authors M. Kulesh, Matthias Holschneider, K. Kurennaya

Publication date 16 April 2008

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physd.2007.08.019

zbMATH Keywords

forecasting of banking dataoptimizationpredictiontime series

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Dynamical systems in optimization and economics (37N40) Economic time series analysis (91B84)

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Cites work

• Forecasting a chaotic time series using an improved metric for embedding space
• scientific article; zbMATH DE number 236854 (Why is no real title available?)
• Optimal embedding parameters: a modelling paradigm
• Optimization by simulated annealing
• Practical implementation of nonlinear time series methods: The TISEAN package
• Practical method for determining the minimum embedding dimension of a scalar time series

Cited in

(7)

• Learning an adaptive dissimilarity measure for nearest neighbour classification
• Stochastic temporal data upscaling using the generalized \(k\)-nearest neighbor algorithm
• A nearest neighbour extension to project duration forecasting with artificial intelligence
• Analysis of an adaptive algorithm to find the two nearest neighbors
• Adaptive Metric Dimensionality Reduction
• Adaptive metric dimensionality reduction
• Adaptive neural network model for time-series forecasting

Describes a project that uses

Uses Software

• TISEAN

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