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Könyv Multiple Time-Series Analysis and Modelling Harya Widiputra

Multiple Time-Series Analysis and Modelling

An Adaptive Integrated Multi-Model Framework

Szerző: Harya Widiputra
Nyelv: Angol
Kötés: Puha kötésű
Kiadó: LAP Lambert Academic Publishing
Elérhetőség: Kiadói készleten rendelésre
Küldés 17-27 napon belül
27 334 Ft
This book is based on a PhD study/thesis that proposed novel adaptive methods to discover and model...

Információk a könyvről

Szerző
Harya Widiputra
Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2012
oldal
312
EAN
9783659226977
Enbook ID
07148188
Kiadó
LAP Lambert Academic Publishing
Súly
481
Méretek
150 x 220 x 19

Teljes leírás

This book is based on a PhD study/thesis that proposed novel adaptive methods to discover and model dynamic pattern of interactions in multiple time-series to not only predict their future values but also to extract knowledge about their joint movement. Three distinct methods of multiple time-series analysis are developed based on different concepts of learning (inductive and transductive reasoning) which are capable of modelling the dynamics of interaction between variables in a specific setting. As each approach addresses the problem of multiple time-series analysis and modelling from a different perspective and since each has its own predictive power, an integrated multi-model framework that incorporates the different approaches through a dynamic contribution adjustment function is also proposed. Results from two case studies suggest that (a) the proposed methods are capable of modelling dynamic pattern of interactions between variables and (b) the idea of including the nature and strength of relationship between a collection of time sensitive variables into a prediction model appears to be beneficial to the problem of multiple time-series prediction.

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