Double quantization of the regressor space for long-term time series prediction: method and proof of stability

DOI10.1016/J.NEUNET.2004.08.008MaRDI QIDQ2485239zbMATH OpenOpenAlexDBLPWikidataFDO

Authors G. Simon, Amaury Lendasse, Marie Cottrell, Jean-Claude Fort, Michel Verleysen

Publication date 3 August 2005

Published in Neural Networks (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.neunet.2004.08.008

zbMATH Keywords

SOMTime seriesLong term forecastingMethod stability proofTrend prediction

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

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Cites work

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• Theoretical aspects of the SOM algorithm
• Topics in the Constructive Theory of Countable Markov Chains

Cited in

(4)

• Forecasting financial failure using a Kohonen map: a comparative study to improve model stability over time
• Use of random time-intervals (RTIs) generation for biometric verification
• Adaptive filtering with the self-organizing map: a performance comparison
• Unfolding preprocessing for meaningful time series clustering

Describes a project that uses

Uses Software

• bootstrap

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