| Presentation | 2000/3/14 A selection method of learning data for nonstationary time series prediction Satoshi Tsuji, Nobuhiko Ogura, Sumio Watanabe, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | In this paper, we propose a selection method of optimal learning data for the prediction of time series data with nonstationary factors. In case of prediction of time series data produced from the changing environment, there are useless data in all of the past data for the presumption of the most suitable parameters to the present environment. So we aim at more superior prediction by the selection of data. We evaluate this method with the daily exchange rate between Japanese yen and U.S.dollar. As a result, we can attest to the effectiveness of this method. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | nonstationary time series / method of least-squares / mean square error |
| Paper # | NC99-121 |
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| Conference Information | |
| Committee | NC |
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| Conference Date | 2000/3/14(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Neurocomputing (NC) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | A selection method of learning data for nonstationary time series prediction |
| Sub Title (in English) | |
| Keyword(1) | nonstationary time series |
| Keyword(2) | method of least-squares |
| Keyword(3) | mean square error |
| 1st Author's Name | Satoshi Tsuji |
| 1st Author's Affiliation | Precision and Intelligence Laboratory Tokyo Institute of Technology() |
| 2nd Author's Name | Nobuhiko Ogura |
| 2nd Author's Affiliation | Precision and Intelligence Laboratory Tokyo Institute of Technology |
| 3rd Author's Name | Sumio Watanabe |
| 3rd Author's Affiliation | Precision and Intelligence Laboratory Tokyo Institute of Technology |
| Date | 2000/3/14 |
| Paper # | NC99-121 |
| Volume (vol) | vol.99 |
| Number (no) | 685 |
| Page | pp.pp.- |
| #Pages | 8 |
| Date of Issue | |