Recentness biased learning for time series forecasting

DOI10.1016/j.ins.2010.09.004zbMath1320.68136OpenAlexW1992255375MaRDI QIDQ497177

Suicheng Gu, Ying Tan, Xingui He

Publication date: 23 September 2015

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2010.09.004

zbMATH Keywords

feed-forward neural networkstime series forecastingautoregressive processforgetting factorconcept driftingdrift factorrecentness biased learning

Mathematics Subject Classification ID

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

Related Items (1)

Online sequential extreme learning machine with generalized regularization and adaptive forgetting factor for time-varying system prediction

Uses Software

• itsmr

Cites Work

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• Exponential convergence of recursive last squares with exponential forgetting factor
• Time series forecasting with a nonlinear model and the scatter search meta-heuristic
• Multivariate locally weighted least squares regression
• Recursive forgetting algorithms
• Performance analysis of the forgetting factor RLS algorithm
• Introduction to Time Series and Forecasting
• Maintaining Stream Statistics over Sliding Windows
• Predictive learning models for concept drift

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