Online sequential prediction for nonstationary time series with new weight-setting strategy using extreme learning machine
From MaRDI portal
Publication:1665785
DOI10.1155/2015/484093zbMath1395.62276OpenAlexW1514926545WikidataQ59118704 ScholiaQ59118704MaRDI QIDQ1665785
Jinwan Wang, Wentao Mao, Mei Tian, Liyun Wang
Publication date: 27 August 2018
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2015/484093
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05)
Cites Work
- Unnamed Item
- Long-term time series prediction using OP-ELM
- Modified support vector machines in financial time series forecasting
- A dynamic regularized radial basis function network for nonlinear, nonstationary time series prediction
- The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
This page was built for publication: Online sequential prediction for nonstationary time series with new weight-setting strategy using extreme learning machine
