Grammar-Based Feature Generation for Time-Series Prediction (SpringerBriefs in Computational Intelligence)

De Silva, Anthony Mihirana Mihirana,Leong, Philip H. W.

ISBN 10: 9812874100 / ISBN 13: 9789812874108

Verlag: Springer, 2015

Beschreibung

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Bestandsnummer des Verkäufers S_420791352

Bibliografische Details

• Titel: Grammar-Based Feature Generation for Time-Series Prediction (SpringerBriefs in Computational Intelligence)
• Verlag: Springer
• Erscheinungsjahr: 2015
• Sprache: Englisch
• ISBN-10: 9812874100
• ISBN-13: 9789812874108
• Einband: paperback
• Zustand: Very Good

Über diesen Titel

Inhaltsangabe

This book proposes a novel approach for time-series prediction using machine learning techniques with automatic feature generation. Application of machine learning techniques to predict time-series continues to attract considerable attention due to the difficulty of the prediction problems compounded by the non-linear and non-stationary nature of the real world time-series. The performance of machine learning techniques, among other things, depends on suitable engineering of features. This book proposes a systematic way for generating suitable features using context-free grammar. A number of feature selection criteria are investigated and a hybrid feature generation and selection algorithm using grammatical evolution is proposed. The book contains graphical illustrations to explain the feature generation process. The proposed approaches are demonstrated by predicting the closing price of major stock market indices, peak electricity load and net hourly foreign exchange client trade volume. The proposed method can be applied to a wide range of machine learning architectures and applications to represent complex feature dependencies explicitly when machine learning cannot achieve this by itself. Industrial applications can use the proposed technique to improve their predictions.

Über die Autorin bzw. den Autor

Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.