Title :
Time series prediction using ICA algorithms
Author :
Górriz, Juan M. ; Puntonet, Carlos G. ; Salmerón, Moisés ; Lang, E.W.
Author_Institution :
Dpto. Ingenierya de Sistemas y Automatica, Cadiz Univ.
Abstract :
We propose a new method for volatile time series forecasting using independent component analysis (ICA) algorithms and Savitzky-Golay filtering as preprocessing tools. The preprocessed data will be introduce in a based radial basis functions (RBF) artificial neural network (ANN) and the prediction result will be compared with the one we get without these preprocessing tools or the classical principal component analysis (PCA) tool
Keywords :
blind source separation; independent component analysis; radial basis function networks; time series; ANN; ICA; PCA; RBF; Savitzky-Golay filtering; artificial neural network; independent component analysis; principal component analysis; radial basis functions; signal preprocessing tool; volatile time series forecasting; Artificial neural networks; Economic forecasting; Independent component analysis; Prediction algorithms; Principal component analysis; Signal analysis; Signal processing algorithms; Time series analysis; Vectors; Weather forecasting;
Conference_Titel :
Intelligent Data Acquisition and Advanced Computing Systems: Technology and Applications, 2003. Proceedings of the Second IEEE International Workshop on
Conference_Location :
Lviv
Print_ISBN :
0-7803-8138-6
DOI :
10.1109/IDAACS.2003.1249555
