Ruta, D. and Gabrys, B., 2007. Neural Network Ensembles for Time Series Prediction. In: Neural Networks, 2007. IJCNN 2007. International Joint Conference on, 12-17 Aug. 2007, Orlando, FL,, pp. 1204-1209.
Full text available as:
|PDF - Published Version|
Rapidly evolving businesses generate massive amounts of time-stamped data sequences and defy a demand for massively multivariate time series analysis. For such data the predictive engine shifts from the historical auto-regression to modelling complex non-linear relationships between multidimensional features and the time series outputs. In order to exploit these time-disparate relationships for the improved time series forecasting, the system requires a flexible methodology of combining multiple prediction models applied to multiple versions of the temporal data under significant noise component and variable temporal depth of predictions. In reply to this challenge a composite time series prediction model is proposed which combines the strength of multiple neural network (NN) regressors applied to the temporally varied feature subsets and the postprocessing smoothing of outputs developed to further reduce noise. The key strength of the model is its excellent adaptability and generalisation ability achieved through a highly diversified set of complementary NN models. The model has been evaluated within NISIS Competition 2006 and NN3 Competition 2007 concerning prediction of univariate and multivariate time-series. It showed the best predictive performance among 12 competitive models in the NISIS 2006 and is under evaluation within NN3 2007 Competition.
|Item Type:||Conference or Workshop Item (Paper)|
|Subjects:||Generalities > Computer Science and Informatics > Artificial Intelligence|
Generalities > Computer Science and Informatics
|Group:||Faculty of Science and Technology|
|Deposited By:||INVALID USER|
|Deposited On:||19 Dec 2008 20:37|
|Last Modified:||10 Sep 2014 15:43|
Downloads per month over past year
|Repository Staff Only -|
|BU Staff Only -|
|Help Guide -||Editing Your Items in BURO|