Neural, Novel & Hybrid Algorithms for Time Series Prediction

Masters, Timothy

ISBN 10: 0471130419 / ISBN 13: 9780471130413

Published by Wiley, 1995

About this Item

Readable copy. Pages may have considerable notes/highlighting. ~ ThriftBooks: Read More, Spend Less 2.2. Seller Inventory # G0471130419I5N00

Bibliographic Details

Title: Neural, Novel & Hybrid Algorithms for Time ...

Publisher: Wiley

Publication Date: 1995

Binding: Paperback

Condition: Fair

Dust Jacket Condition: No Jacket

About this title

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

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.