Mutual information and k-nearest neighbors approximator for time series prediction

被引：0

作者：

Sorjamaa, A ^{[1
]}

Hao, J ^{[1
]}

Lendasse, A ^{[1
]}

机构：

[1] Helsinki Univ Technol, Neural Network Res Ctr, FIN-02150 Espoo, Finland

来源：

ARTIFICIAL NEURAL NETWORKS: FORMAL MODELS AND THEIR APPLICATIONS - ICANN 2005, PT 2, PROCEEDINGS | 2005年 / 3697卷

关键词：

time series; input selection; mutual information; k-NN;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

This paper presents a method that combines Mutual Information and k-Nearest Neighbors approximator for time series prediction. Mutual Information is used for input selection. K-Nearest Neighbors approximator is used to improve the input selection and to provide a simple but accurate prediction method. Due to its simplicity the method is repeated to build a large number of models that are used for long-term prediction of time series. The Santa Fe A time series is used as an example.

引用

页码：553 / 558

页数：6

共 50 条

[31] Introduction to machine learning: k-nearest neighbors
Zhang, Zhongheng
[J]. ANNALS OF TRANSLATIONAL MEDICINE, 2016, 4 (11)
[32] The research on an adaptive k-nearest neighbors classifier
Yu, Xiao-Gao
Yu, Xiao-Peng
[J]. PROCEEDINGS OF 2006 INTERNATIONAL CONFERENCE ON MACHINE LEARNING AND CYBERNETICS, VOLS 1-7, 2006, : 1241 - 1246
[33] Random kernel k-nearest neighbors regression
Srisuradetchai, Patchanok
Suksrikran, Korn
[J]. FRONTIERS IN BIG DATA, 2024, 7
[34] An Interval Valued K-Nearest Neighbors Classifier
Derrac, Joaquin
Chiclana, Francisco
Garcia, Salvador
Herrera, Francisco
[J]. PROCEEDINGS OF THE 2015 CONFERENCE OF THE INTERNATIONAL FUZZY SYSTEMS ASSOCIATION AND THE EUROPEAN SOCIETY FOR FUZZY LOGIC AND TECHNOLOGY, 2015, 89 : 378 - 384
[35] Maximizing Reverse k-Nearest Neighbors for Trajectories
Al Rahat, Tamjid
Arman, Arif
Ali, Mohammed Eunus
[J]. DATABASES THEORY AND APPLICATIONS, ADC 2018, 2018, 10837 : 262 - 274
[36] The research on an adaptive k-nearest neighbors classifier
Yu, Xiaopeng
Yu, Xiaogao
[J]. PROCEEDINGS OF THE FIFTH IEEE INTERNATIONAL CONFERENCE ON COGNITIVE INFORMATICS, VOLS 1 AND 2, 2006, : 535 - 540
[37] PATCH CONFIDENCE K-NEAREST NEIGHBORS DENOISING
Angelino, Cesario V.
Debreuve, Eric
Barlaud, Michel
[J]. 2010 IEEE INTERNATIONAL CONFERENCE ON IMAGE PROCESSING, 2010, : 1129 - 1132
[38] A NEW FUZZY K-NEAREST NEIGHBORS ALGORITHM
Li, Chengjie
Pei, Zheng
Li, Bo
Zhang, Zhen
[J]. INTELLIGENT DECISION MAKING SYSTEMS, VOL. 2, 2010, : 246 - +
[39] Forecasting Earnings Using k-Nearest Neighbors
Easton, Peter D.
Kapons, Martin M.
Monahan, Steven J.
Schutt, Harm H.
Weisbrod, Eric H.
[J]. ACCOUNTING REVIEW, 2024, 99 (03): : 115 - 140
[40] Heuristics for Computing k-Nearest Neighbors Graphs
Chavez, Edgar
Luduena, Veronica
Reyes, Nora
[J]. COMPUTER SCIENCE - CACIC 2019, 2020, 1184 : 234 - 249

← 1 2 3 4 5 →