Grammar-Based Feature Generation for Time-Series Prediction

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 compounde...

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Những tác giả chính:	De Silva, Anthony Mihirana, Leong, Philip H. W
Định dạng:	Sách
Ngôn ngữ:	English
Được phát hành:	Springer 2015
Những chủ đề:	Engineering Data processing Time-series analysis Machine learning
Truy cập trực tuyến:	https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57903
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spelling	oai:scholar.dlu.edu.vn:DLU123456789-579032023-11-11T05:56:39Z Grammar-Based Feature Generation for Time-Series Prediction De Silva, Anthony Mihirana Leong, Philip H. W Engineering Data processing Time-series analysis Machine learning 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. 2015-09-01T07:04:30Z 2015-09-01T07:04:30Z 2015 Book 978-981-287-411-5 https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57903 en application/pdf Springer
institution	Thư viện Trường Đại học Đà Lạt
collection	Thư viện số
language	English
topic	Engineering Data processing Time-series analysis Machine learning
spellingShingle	Engineering Data processing Time-series analysis Machine learning De Silva, Anthony Mihirana Leong, Philip H. W Grammar-Based Feature Generation for Time-Series Prediction
description	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.
format	Book
author	De Silva, Anthony Mihirana Leong, Philip H. W
author_facet	De Silva, Anthony Mihirana Leong, Philip H. W
author_sort	De Silva, Anthony Mihirana
title	Grammar-Based Feature Generation for Time-Series Prediction
title_short	Grammar-Based Feature Generation for Time-Series Prediction
title_full	Grammar-Based Feature Generation for Time-Series Prediction
title_fullStr	Grammar-Based Feature Generation for Time-Series Prediction
title_full_unstemmed	Grammar-Based Feature Generation for Time-Series Prediction
title_sort	grammar-based feature generation for time-series prediction
publisher	Springer
publishDate	2015
url	https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57903
_version_	1782550056373583872

Grammar-Based Feature Generation for Time-Series Prediction

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