Component Analysis and Time Series Prediction

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Author
Gómez Ramírez, Eduardo
Martorell Rodon, Josep M.
Vilasís Cardona, Xavier
Other authors
Universitat Ramon Llull. La Salle
Publication date
2001-10
URI http://hdl.handle.net/20.500.14342/2918
Abstract
The relation between component analysis (PCA and ICA) and Multi-resolution Filtering is ex­plained and its use to improve the prediction er­ror in a time series is shown. An example applying the previous results to forecast the Sun-spots time series is presented.
Document Type
Object of conference
Language
English
Subject (CDU)
51 - Mathematics
62 - Engineering. Technology in general
Keywords
Lògica matemàtica
Intel·ligència artificial -- Aplicacions a l'educació
Pages
7 p.
Publisher
4rt Congrés Català d'Intel.ligència Artificial, Barcelona, 24-25 d'octubre de 2001
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© ACIA

Attribution-NonCommercial-NoDerivatives 4.0 International
Except where otherwise noted, this item's license is described as http://creativecommons.org/licenses/by-nc-nd/4.0/
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