Translator Disclaimer
Paper
6 April 1995 Neural estimation and embedology for time-series prediction
Author Affiliations +
Abstract
Time series prediction has widespread application, ranging from predicting the stock market to trying to predict future locations of scud missiles. The embedology theorem sets forth the procedures for state space manipulation and reconstruction for time series prediction. This includes embedding the time series into a higher dimensional space in order to form an attractor, a structure defined by the embedded vectors. In this paper, embedology is combined with neural technologies in an effort to create a more accurate prediction algorithm. The algorithms tested are embedology, neural networks, and Euclidean space nearest neighbors. Local linear training methods are compared to the use of the nearest neighbors as the training set for a neural network. The results of these experiments determine that the neural algorithms have the best prediction accuracies. The performance of the nearest neighbor trained neural network validates the applicability of the local linear training set.
© (1995) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Robert E. Garza, James A. Stewart, Steven K. Rogers, Dennis W. Quinn, and James R. Stright "Neural estimation and embedology for time-series prediction", Proc. SPIE 2492, Applications and Science of Artificial Neural Networks, (6 April 1995); https://doi.org/10.1117/12.205170
PROCEEDINGS
12 PAGES


SHARE
Advertisement
Advertisement
RELATED CONTENT

Stochastic search algorithm-based multilink neural network
Proceedings of SPIE (August 19 1993)
Data modeling of 1/f noise sets
Proceedings of SPIE (May 07 2003)
Image compression and SANN equations
Proceedings of SPIE (September 02 1993)

Back to Top