Long-term Time Series Prediction Using Wrappers For Variable Selection And Clustering For Data Partition

dc.creatorPuma-Villanueva W.J.
dc.creatorDos Santos E.P.
dc.creatorVon Zuben F.J.
dc.date2007
dc.date2015-06-30T18:49:45Z
dc.date2015-11-26T14:37:56Z
dc.date2015-06-30T18:49:45Z
dc.date2015-11-26T14:37:56Z
dc.date.accessioned2018-03-28T21:42:32Z
dc.date.available2018-03-28T21:42:32Z
dc.identifier142441380X; 9781424413805
dc.identifierIeee International Conference On Neural Networks - Conference Proceedings. , v. , n. , p. 3068 - 3073, 2007.
dc.identifier10987576
dc.identifier10.1109/IJCNN.2007.4371450
dc.identifierhttp://www.scopus.com/inward/record.url?eid=2-s2.0-51749092208&partnerID=40&md5=6d0f44b67de45512f90250d554040c7d
dc.identifierhttp://www.repositorio.unicamp.br/handle/REPOSIP/104971
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/104971
dc.identifier2-s2.0-51749092208
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1249335
dc.descriptionIn an attempt to implement long-term time series prediction based on the recursive application of a one-step-ahead multilayer neural network predictor, we have considered the eleven short time series provided by the organizers of the Special Session NN3 Neural Network Forecasting Competition, and have proposed a joint application of a variable selection technique and a clustering procedure. The purpose was to define unbiased partition subsets and predictors with high generalization capability, based on a wrapper methodology. The proposed approach overcomes the performance of the predictor that considers all the lags in the regression vector. After obtaining the eleven long-term predictors, we conclude the paper presenting the eighteen multi-step predictions for each time series, as requested in the competition. ©2007 IEEE.
dc.description
dc.description
dc.description3068
dc.description3073
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dc.languageen
dc.publisher
dc.relationIEEE International Conference on Neural Networks - Conference Proceedings
dc.rightsfechado
dc.sourceScopus
dc.titleLong-term Time Series Prediction Using Wrappers For Variable Selection And Clustering For Data Partition
dc.typeActas de congresos


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