Title: | Methodologies for time series prediction and missing value imputation |
Author(s): | Sorjamaa, Antti |
Date: | 2010 |
Language: | en |
Pages: | 73 + app.19 |
Department: | Tietojenkäsittelytieteen laitos Department of Information and Computer Science |
ISBN: | 978-952-60-3453-9 (electronic) 978-952-60-3452-2 (printed) |
Series: | TKK Dissertations in Information and Computer Science, D 21 |
ISSN: | 1797-5069 (electronic) 1797-5050 (printed) |
Supervising professor(s): | Simula, Olli, Prof. |
Thesis advisor(s): | Lendasse, Amaury, Doc. |
Subject: | Computer science |
Keywords: | Time Series Prediction, Missing Values, Large Databases, Prediction Strategy, Variable Selection, Nonlinear Imputation, EOF Pruning, Ensemble of SOMs, aikasarjaennustaminen, puuttuvien arvojen täydentäminen, suuret tietojoukot, ennustusstrategia, muuttujien valinta, Empiiristen ortogonaalifunktioiden valinta, itseorganisoituvien karttojen yhdistelmä |
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Abstract:Maailmassa tuotetaan koko ajan enemmän ja enemmän tietoa. Kehittyneemmät mittalaitteet, nopeammat tietokoneet sekä kasvaneet siirto- ja tallennuskapasiteetit mahdollistavat suurien tietomassojen keräämisen, siirtämisen ja varastoinnin. |
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Parts:[Publication 1]: Antti Sorjamaa, Jin Hao, Nima Reyhani, Yongnan Ji, and Amaury Lendasse. 2007. Methodology for long-term prediction of time series. Neurocomputing, volume 70, numbers 16-18, pages 2861-2869.[Publication 2]: Antti Sorjamaa, Yoan Miche, Robert Weiss, and Amaury Lendasse. 2008. Long-term prediction of time series using NNE-based projection and OP-ELM. In: Proceedings of the 2008 IEEE International Joint Conference on Neural Networks (IJCNN 2008), part of the 5th IEEE World Congress on Computational Intelligence (WCCI 2008). Hong Kong. 1-6 June 2008. Chennai, India. Research Publishing Services. Pages 2675-2681. ISBN 978-1-4244-1821-3.[Publication 3]: Antti Sorjamaa and Amaury Lendasse. 2006. Time Series Prediction using DirRec Strategy. In: Michel Verleysen (editor). Proceedings of the 14th European Symposium on Artificial Neural Networks (ESANN 2006). Bruges, Belgium. 26-28 April 2006. Bruges, Belgium. d-side publications. Pages 143-148. ISBN 2-930307-06-4.[Publication 4]: Souhaib Ben Taieb, Antti Sorjamaa, and Gianluca Bontempi. 2010. Multiple-output modeling for multi-step-ahead time series forecasting. Neurocomputing, volume 73, numbers 10-12, pages 1950-1957.[Publication 5]: Antti Sorjamaa, Amaury Lendasse, Yves Cornet, and Eric Deleersnijder. 2010. An improved methodology for filling missing values in spatiotemporal climate data set. Computational Geosciences, volume 14, number 1, pages 55-64.[Publication 6]: Antti Sorjamaa, Paul Merlin, Bertrand Maillet, and Amaury Lendasse. 2009. A non-linear approach for computing missing values in temporal databases. European Journal of Economic and Social Systems, volume 22, number 1, pages 99-117.[Publication 7]: Antti Sorjamaa and Amaury Lendasse. 2007. Time series prediction as a problem of missing values: Application to ESTSP2007 and NN3 competition benchmarks. In: Proceedings of the 2007 International Joint Conference on Neural Networks (IJCNN 2007). Orlando, Florida, USA. 12-17 August 2007. Eau Claire, Wisconsin, USA. Documation LLC. Pages 2948-2953. ISBN 1-4244-1380-X.[Publication 8]: Paul Merlin, Antti Sorjamaa, Bertrand Maillet, and Amaury Lendasse. 2010. X-SOM and L-SOM: A double classification approach for missing value imputation. Neurocomputing, volume 73, numbers 7-9, pages 1103-1108.[Publication 9]: Antti Sorjamaa, Francesco Corona, Yoan Miche, Paul Merlin, Bertrand Maillet, Eric Séverin, and Amaury Lendasse. 2009. Sparse linear combination of SOMs for data imputation: Application to financial database. In: José C. Príncipe and Risto Miikkulainen (editors). Proceedings of the 7th International Workshop on Advances in Self-Organizing Maps (WSOM 2009). St. Augustine, Florida, USA. 8-10 June 2009. Berlin, Heidelberg, Germany. Springer. Lecture Notes in Computer Science, volume 5629, pages 290-297. ISBN 978-3-642-02396-5.[Publication 10]: Antti Sorjamaa and Amaury Lendasse. 2010. Fast missing value imputation using ensemble of SOMs. Espoo, Finland: Aalto University School of Science and Technology. 20 pages. TKK Reports in Information and Computer Science, Report TKK-ICS-R33. ISBN 978-952-60-3247-4. ISSN 1797-5034. |
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