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Synopsis
An authoritative guide to predicting the future using neural, novel, and hybrid algorithms
Expert Timothy Masters provides you with carefully paced, step–by–step advice and guidance plus the proven tools and techniques you need to develop successful applications for business forecasting, stock market prediction, engineering process control, economic cycle tracking, marketing analysis, and more. Neural, Novel & Hybrid Algorithms for Time Series Prediction provides information on:
∗ Robust confidence intervals for predictions made with neural, ARIMA, and other models
∗ Wavelets for detecting features that presage important events
∗ Multivariate ARMA models for simultaneous prediction of multiple series based on multiple inputs and shocks
∗ Hybrid ARMA/neural models to improve the accuracy of predictions
∗ Data reduction and orthogonalization using principal components and related operations
∗ Digital filters for preprocessing to enhance useful information and suppress noise
∗ Diagnostic tools such as the maximum entropy spectrum and Savitzky–Golay filters for suggesting and validating prediction models
∗ Effective preprocessing techniques for prediction with neural networks
CD–ROM INCLUDES:
∗ PREDICT–both DOS and Windows NT versions–a powerful time series program that can be easily customized to make accurate predictions in any application area
∗ Much useful source code, including the complex–general multivariate fast Fourier transform in both C++ and Pentium–optimized assembler
"synopsis" may belong to another edition of this title.
About the Author
TIMOTHY MASTERS received his PhD in mathematics in 1981. Since then he has worked as a consultant to the defense community and to industry. He is the author of Practical Neural Network Recipes in C++; Signal and Image Processing with Neural Networks: A C++ Sourcebook and Advanced Algorithms for Neural Networks: A C++ Sourcebook. His current research focuses on high–level image understanding using artificial intelligence and neural networks.
"About this title" may belong to another edition of this title.
- PublisherJohn Wiley & Sons
- Publication date1995
- ISBN 10 0471130419
- ISBN 13 9780471130413
- BindingPaperback
- LanguageEnglish
- Number of pages544
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Neural, Novel & Hybrid Algorithms for Time Series Prediction
Published by
John Wiley & Sons, New York, 1995
ISBN 10: 0471130419
ISBN 13: 9780471130413
Used
Paperback
First Edition
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Paperback. Condition: Very good(+). Paperback yellow quarto. xvii, 514 pages: illustrations; 24 cm + 1 computer optical disc (4 3/4 in.). Abstract: Expert Timothy Masters provides you with carefully paced, step-by-step advice and guidance plus the proven tools and techniques you need to develop successful applications for business forecasting, stock market prediction, engineering process control, economic cycle tracking, marketing analysis, and more. CD-ROM includes NPREDICT - both DOS and Windows NT versions - a powerful time series program that can be customized to make accurate predictions in any application area, and much useful source code, including the complex-general multivariate fast Fourier transform in both C++ and Pentium-optimized assembler. "An authoritative guide to predicting the future using neural, novel, and hybrid algorithms Expert Timothy Masters provides you with carefully paced, step-by-step advice and guidance plus the proven tools and techniques you need to develop successful applications for business forecasting, stock market prediction, engineering process control, economic cycle tracking, marketing analysis, and more. Neural, Novel & Hybrid Algorithms for Time Series Prediction provides information on: * Robust confidence intervals for predictions made with neural, ARIMA, and other models * Wavelets for detecting features that presage important events * Multivariate ARMA models for simultaneous prediction of multiple series based on multiple inputs and shocks * Hybrid ARMA/neural models to improve the accuracy of predictions * Data reduction and orthogonalization using principal components and related operations * Digital filters for preprocessing to enhance useful information and suppress noise * Diagnostic tools such as the maximum entropy spectrum and Savitzky-Golay filters for suggesting and validating prediction models * Effective preprocessing techniques for prediction with neural networks"--Publisher description. Contents: 1. Preprocessing. Things Everyone Should Know. Centering and Detrending. Data Reduction and Orthogonalization. Filtering for Information Selection -- 2. Subduing Seasonal Components. The Problem of Harmonics. A Seasonality Example -- 3. Frequency-Domain Techniques I: Introduction. Introduction to the Frequency Domain. The Discrete Fourier Transform. The Power Spectrum. The Maximum Entropy Power Spectrum. Power Spectrum Examples and Summary -- 4. Frequency-Domain Techniques II: Filters and Features. What Is a Digital Filter? Filtering in the Frequency Domain. Bandpass Filters. Lowpass and Highpass Filters. Implementation Details and Sample Code. In-quadrature Filters. Quadrature-Mirror Filters -- 5. Wavelet and QMF Features. Feature Presence versus Feature State. The Width Dilemma. Wavelet Features. The Morlet Wavelet -- 6. Box-Jenkins ARMA Models. Overview of the ARMA Paradigm. Multivariate ARMA Models. Training the Multivariate ARMA Model. Designing and Testing ARMA Models. Very mild curling to corners of covers. Mild sunning to spine. Wrinkling to plastic laminate to front cover. Very few ink stains to front cover. Else pages clean and binding tight. Very good(+). First edition, first printing (full number line). Seller Inventory # 89664
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