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アイテム
Time series prediction of the CATS benchmark using Fourier bandpass filters and competitive associative nets
http://hdl.handle.net/10228/294
http://hdl.handle.net/10228/29437acbf68-6396-4e26-993d-a29a933dea7c
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
NEUCOM-D-04-00438.pdf (162.8 kB)
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| アイテムタイプ | 学術雑誌論文 = Journal Article(1) | |||||||||||||
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| 公開日 | 2007-11-13 | |||||||||||||
| 資源タイプ | ||||||||||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||||||||||
| 資源タイプ | journal article | |||||||||||||
| タイトル | ||||||||||||||
| タイトル | Time series prediction of the CATS benchmark using Fourier bandpass filters and competitive associative nets | |||||||||||||
| 言語 | en | |||||||||||||
| 言語 | ||||||||||||||
| 言語 | eng | |||||||||||||
| 著者 |
黒木, 秀一
× 黒木, 秀一
WEKO
203
× Sawa, Miho× Ueno, Takamasa |
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| 抄録 | ||||||||||||||
| 内容記述タイプ | Abstract | |||||||||||||
| 内容記述 | An approach to time series prediction of the CATS benchmark (for competition on artificial time series) is presented, where we use Fourier bandpass filters and competitive associative nets (CAN2s). Since one of the difficulties of this prediction is that the given time series does not seem to involve sufficient number of data for obtaining the underlying dynamics of the time series to reproduce low frequency components, we apply the CAN2 only for learning high frequency components extracted via Fourier bandpass filters with trial parameter values of the upper and lower cutoff frequencies and the missing last value of the given time series. Supposing that the optimal values among the trial values will give the best prediction performance for high frequency components, we can identify such optimal values via a certain reasonable validation method, with which we predict the missing high frequency components, and then we obtain the missing data to be predicted via adding high and low frequency components. | |||||||||||||
| 書誌情報 |
Neurocomputing 巻 70, 号 13-15, p. 2354-2362, 発行日 2007-08 |
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| 出版社 | ||||||||||||||
| 出版者 | Elsevier | |||||||||||||
| DOI | ||||||||||||||
| 関連タイプ | isVersionOf | |||||||||||||
| 識別子タイプ | DOI | |||||||||||||
| 関連識別子 | https://doi.org/10.1016/j.neucom.2005.12.133 | |||||||||||||
| URI | ||||||||||||||
| 識別子タイプ | URI | |||||||||||||
| 関連識別子 | http://www.sciencedirect.com/science/journal/09252312 | |||||||||||||
| 日本十進分類法 | ||||||||||||||
| 主題Scheme | NDC | |||||||||||||
| 主題 | 549 | |||||||||||||
| ISSN | ||||||||||||||
| 収録物識別子タイプ | PISSN | |||||||||||||
| 収録物識別子 | 0925-2312 | |||||||||||||
| 著作権関連情報 | ||||||||||||||
| 権利情報 | Copyright © 2007 Elsevier B.V. | |||||||||||||
| キーワード | ||||||||||||||
| 主題Scheme | Other | |||||||||||||
| 主題 | Time series prediction | |||||||||||||
| キーワード | ||||||||||||||
| 主題Scheme | Other | |||||||||||||
| 主題 | CATS benchmark | |||||||||||||
| キーワード | ||||||||||||||
| 主題Scheme | Other | |||||||||||||
| 主題 | Competitive associative net | |||||||||||||
| キーワード | ||||||||||||||
| 主題Scheme | Other | |||||||||||||
| 主題 | Fourier bandpass filter | |||||||||||||
| 出版タイプ | ||||||||||||||
| 出版タイプ | AM | |||||||||||||
| 出版タイプResource | http://purl.org/coar/version/c_ab4af688f83e57aa | |||||||||||||
| 査読の有無 | ||||||||||||||
| 値 | yes | |||||||||||||
