A new adaptive local linear prediction method and its application in hydrological time series.
In this article there is proposed a new two-parametrical variant of the gravitational classification method. We use the general idea of objects' behavior in a gravity field. Classification depends on a test object's motion in a gravity field of training points. To solve this motion problem, we use a simulation method. This classifier is compared to the 1NN method, because our method tends towards it for some parameter values. Experimental results on different data sets demonstrate an improvement...
En los últimos tiempos se ha comprobado un aumento del interés en la aplicación de las Redes Neuronales Artificiales a la previsión de series temporales, intentando explotar las indudables ventajas de estas herramientas. En este artículo se calculan previsiones de series no estacionarias o no invertibles, que presentan dificultades cuando se intentan pronosticar utilizando la metodología ARIMA de Box-Jenkins. Las ventajas de la aplicación de redes neuronales se aprecian con más claridad, cuando...
A synthesis of recent development of regime-switching models based on aggregation operators is presented. It comprises procedures for model specification and identification, parameter estimation and model adequacy testing. Constructions of models for real life data from hydrology and finance are presented.