Application example of neural networks for time series analysis
| Autor: | Drasko Furundzic |
|---|---|
| Rok vydání: | 1998 |
| Předmět: |
Artificial neural network
Computer science business.industry Feature selection Regression analysis Stepwise regression Machine learning computer.software_genre Variable (computer science) Noise Control and Systems Engineering Signal Processing Computer Vision and Pattern Recognition Artificial intelligence Sensitivity (control systems) Data mining Electrical and Electronic Engineering Time series business computer Software |
| Zdroj: | Signal Processing. 64:383-396 |
| ISSN: | 0165-1684 |
| DOI: | 10.1016/s0165-1684(97)00203-x |
| Popis: | The study presented in this paper represents a variable selection method based on the stochastic exploration of the input space referring to the input variables neighborhood. The ANN structure properly instructed to perform the required mapping, had been submitted to the known input variables, but contaminated with noise purposefully to reduce the initial number of used variables through the determination of the relevancy of each variable initially used. The proposed method is comparatively analyzed with standard stepwise regression method widely used in the variable selection procedure. The proposed method showed better performances in comparison to stepwise regression method. The problem associated with this method may be the time required for the high dimensional input space exploration. |
| Databáze: | OpenAIRE |
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