Long-term time series prediction using OP-ELM

DOI10.1016/j.neunet.2013.12.002zbMath1298.62160OpenAlexW1967989262WikidataQ35074788 ScholiaQ35074788MaRDI QIDQ470217

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

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

ordinary least squarestime series predictiondirect strategyDirRec strategyELMLS-SVMOP-ELMrecursive strategy

Mathematics Subject Classification ID

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

Related Items

Online sequential prediction for nonstationary time series with new weight-setting strategy using extreme learning machine

Uses Software

• LS-SVMlab
• OP-ELM

Cites Work

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• The elements of statistical learning. Data mining, inference, and prediction