DocumentCode
423739
Title
Time series prediction with ensemble models
Author
Wichard, Jorg D. ; Ogorzalek, Maciej
Author_Institution
Dept. of Electr. Eng., AGH Univ. of Sci. & Technol., Krakow, Poland
Volume
2
fYear
2004
fDate
25-29 July 2004
Firstpage
1625
Abstract
We describe the use of ensemble methods to build proper models for time series prediction. Our approach extends the classical ensemble methods for neural networks by using several different model architectures. We further suggest an iterated prediction procedure to select the final ensemble members.
Keywords
learning (artificial intelligence); neural net architecture; pattern classification; prediction theory; time series; ensemble members selection; ensemble methods; iterated prediction method; neural network training; time series prediction models; Buildings; Cats; Fluctuations; Neural networks; Predictive models; Probability distribution; Regression tree analysis; Support vector machines;
fLanguage
English
Publisher
ieee
Conference_Titel
Neural Networks, 2004. Proceedings. 2004 IEEE International Joint Conference on
ISSN
1098-7576
Print_ISBN
0-7803-8359-1
Type
conf
DOI
10.1109/IJCNN.2004.1380203
Filename
1380203
Link To Document