Coverart for item
The Resource Grammar-based feature generation for time-series prediction, Anthony Mihirana De Silva, Philip H. W. Leong, (electronic book)

Grammar-based feature generation for time-series prediction, Anthony Mihirana De Silva, Philip H. W. Leong, (electronic book)

Label
Grammar-based feature generation for time-series prediction
Title
Grammar-based feature generation for time-series prediction
Statement of responsibility
Anthony Mihirana De Silva, Philip H. W. Leong
Creator
Contributor
Author
Subject
Language
eng
Summary
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
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
De Silva, Anthony Mihirana
Dewey number
006.3
Illustrations
illustrations
Index
no index present
LC call number
Q325.5
LC item number
.D4 2015eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Leong, Philip H. W.
Series statement
SpringerBriefs in applied sciences and technology, Computational intelligence,
http://library.link/vocab/subjectName
  • Machine learning
  • Time-series analysis
Label
Grammar-based feature generation for time-series prediction, Anthony Mihirana De Silva, Philip H. W. Leong, (electronic book)
Instantiates
Publication
Copyright
Antecedent source
unknown
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Introduction -- Feature Selection -- Grammatical Evolution -- Grammar Based Feature Generation -- Application of Grammar Framework to Time-series Prediction -- Case Studies -- Conclusion
Control code
SPR903582921
Dimensions
unknown
Extent
1 online resource (xi, 99 pages)
File format
unknown
Form of item
online
Isbn
9789812874108
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-981-287-411-5
Other physical details
illustrations.
Quality assurance targets
not applicable
Reformatting quality
unknown
Reproduction note
Electronic resource.
Sound
unknown sound
Specific material designation
remote
Label
Grammar-based feature generation for time-series prediction, Anthony Mihirana De Silva, Philip H. W. Leong, (electronic book)
Publication
Copyright
Antecedent source
unknown
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Introduction -- Feature Selection -- Grammatical Evolution -- Grammar Based Feature Generation -- Application of Grammar Framework to Time-series Prediction -- Case Studies -- Conclusion
Control code
SPR903582921
Dimensions
unknown
Extent
1 online resource (xi, 99 pages)
File format
unknown
Form of item
online
Isbn
9789812874108
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-981-287-411-5
Other physical details
illustrations.
Quality assurance targets
not applicable
Reformatting quality
unknown
Reproduction note
Electronic resource.
Sound
unknown sound
Specific material designation
remote

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