Grammar-Based Feature Generation for Time-Series Prediction (Record no. 53246)

000 -LEADER
fixed length control field 03211nam a22005055i 4500
001 - CONTROL NUMBER
control field 978-981-287-411-5
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20200420221302.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 150214s2015 si | s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9789812874115
-- 978-981-287-411-5
082 04 - CLASSIFICATION NUMBER
Call Number 006.3
100 1# - AUTHOR NAME
Author De Silva, Anthony Mihirana.
245 10 - TITLE STATEMENT
Title Grammar-Based Feature Generation for Time-Series Prediction
300 ## - PHYSICAL DESCRIPTION
Number of Pages XI, 99 p. 28 illus.
490 1# - SERIES STATEMENT
Series statement SpringerBriefs in Applied Sciences and Technology,
505 0# - FORMATTED CONTENTS NOTE
Remark 2 Introduction -- Feature Selection -- Grammatical Evolution -- Grammar Based Feature Generation -- Application of Grammar Framework to Time-series Prediction -- Case Studies -- Conclusion.
520 ## - SUMMARY, ETC.
Summary, etc 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.
700 1# - AUTHOR 2
Author 2 Leong, Philip H. W.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-981-287-411-5
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type eBooks
264 #1 -
-- Singapore :
-- Springer Singapore :
-- Imprint: Springer,
-- 2015.
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-- txt
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-- computer
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-- rdamedia
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-- online resource
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347 ## -
-- text file
-- PDF
-- rda
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Engineering.
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Pattern recognition.
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Economics, Mathematical.
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Computational intelligence.
650 14 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Engineering.
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Computational Intelligence.
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Pattern Recognition.
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Quantitative Finance.
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
-- 2191-530X
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-- ZDB-2-ENG

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