Multiple Time-Series Analysis and Modelling

Name: Multiple Time-Series Analysis and Modelling
Brand: LAP Lambert Academic Publishing
SKU: 9783659226977
Price: 81.61 EUR
Availability: InStock

An Adaptive Integrated Multi-Model Framework

Автор: Harya Widiputra

Език:

Корици: С меки корици

Издател: LAP Lambert Academic Publishing

Наличност: Налично при издателя, по поръчка

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81.61 € 159.61 лв

This book is based on a PhD study/thesis that proposed novel adaptive methods to discover and model...

Информация за книгата

Автор

Harya Widiputra

Език

Английски език

Корици

Книга - С меки корици

Издадена

2012

страници

312

EAN

9783659226977

Enbook ID

07148188

Издател

LAP Lambert Academic Publishing

Теглоt

481

Размери

150 x 220 x 19

Пълно описание

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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Multiple Time-Series Analysis and Modelling

An Adaptive Integrated Multi-Model Framework

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