Time series prediction using ICA algorithms

Author

Górriz, Juan M. ; Puntonet, Carlos G. ; Salmerón, Moisés ; Lang, E.W.

Author_Institution

Dpto. Ingenierya de Sistemas y Automatica, Cadiz Univ.

fYear

2003

fDate

8-10 Sept. 2003

Firstpage

226

Lastpage

230

Abstract

We propose a new method for volatile time series forecasting using independent component analysis (ICA) algorithms and Savitzky-Golay filtering as preprocessing tools. The preprocessed data will be introduce in a based radial basis functions (RBF) artificial neural network (ANN) and the prediction result will be compared with the one we get without these preprocessing tools or the classical principal component analysis (PCA) tool

Keywords

blind source separation; independent component analysis; radial basis function networks; time series; ANN; ICA; PCA; RBF; Savitzky-Golay filtering; artificial neural network; independent component analysis; principal component analysis; radial basis functions; signal preprocessing tool; volatile time series forecasting; Artificial neural networks; Economic forecasting; Independent component analysis; Prediction algorithms; Principal component analysis; Signal analysis; Signal processing algorithms; Time series analysis; Vectors; Weather forecasting;

fLanguage

English

Publisher

ieee

Conference_Titel

Intelligent Data Acquisition and Advanced Computing Systems: Technology and Applications, 2003. Proceedings of the Second IEEE International Workshop on

Conference_Location

Lviv

Print_ISBN

0-7803-8138-6

Type

conf

DOI

10.1109/IDAACS.2003.1249555

Filename

1249555