Grammar-Based Feature Generation for Time-Series Prediction - Brossura

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

 
9789812874108: Grammar-Based Feature Generation for Time-Series Prediction
Brossura
ISBN 10: 9812874100 ISBN 13: 9789812874108
Casa editrice: Springer, 2015

Sinossi

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.

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Contenuti

Introduction.- Feature Selection.- Grammatical Evolution.- Grammar Based Feature Generation.- Application of Grammar Framework to Time-series Prediction.- Case Studies.- Conclusion.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer
Data di pubblicazione
2015
Lingua
Inglese
ISBN 10 
9812874100
ISBN 13 
9789812874108
Rilegatura
Copertina flessibile
Numero di pagine
112
Contatto del produttore
Springer Nature Customer Service Center GmbH
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Heidelberg
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Germania

Altre edizioni note dello stesso titolo

9789812874122: Grammar-Based Feature Generation for Time-Series Prediction

Edizione in evidenza

ISBN 10:  9812874127 ISBN 13:  9789812874122
Casa editrice: Springer, 2015
Brossura