Mutual Information Based Input Variable Selection Algorithm and Wavelet Neural Network for Time Series Prediction

2008 ◽  
pp. 798-807 ◽  
Author(s):  
Rashidi Khazaee Parviz ◽  
Mozayani Nasser ◽  
M. R. Jahed Motlagh
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Mutual Information ◽  
Variable Selection ◽  
Time Series Prediction ◽  
Wavelet Neural Network ◽  
Selection Algorithm

Tomato Prices Time Series Prediction Model Based on Wavelet Neural Network

2014 ◽  
Vol 644-650 ◽  
pp. 2636-2640 ◽  
Author(s):  
Jian Hua Zhang ◽  
Fan Tao Kong ◽  
Jian Zhai Wu ◽  
Meng Shuai Zhu ◽  
Ke Xu ◽  
...  
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Prediction Model ◽  
Agricultural Production ◽  
Supply And Demand ◽  
Time Series Prediction ◽  
Wavelet Neural Network ◽  
Agricultural Products ◽  
Price Model ◽  
Agricultural Prices

Accurate prediction of agricultural prices is beneficial to correctly guide the circulation of agricultural products and agricultural production and realize the equilibrium of supply and demand of agricultural area. On the basis of wavelet neural network, this paper, choosing tomato prices as study object, tomato retail price data from ten collection sites in Hebei province from January, 1st, 2013 to December, 30th, 2013 as samples, builds the tomato price time series prediction model to test price model. As the results show, model prediction error rate is less than 0.01, and the correlation (R2) of predicted value and actual value is 0.908, showing that the model could accurately predict tomatoes price movements. The establishment of the model will provide technical support for tomato market monitoring and early warning and references for related policies.

Time-series prediction using a local linear wavelet neural network

2006 ◽  
Vol 69 (4-6) ◽  
pp. 449-465 ◽  
Author(s):  
Yuehui Chen ◽  
Bo Yang ◽  
Jiwen Dong
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Time Series Prediction ◽  
Wavelet Neural Network ◽  
Local Linear

A Prediction Method for Nonlinear Correlative Time Series

2010 ◽  
Vol 40-41 ◽  
pp. 930-936 ◽  
Author(s):  
Cong Gui Yuan ◽  
Xin Zheng Zhang ◽  
Shu Qiong Xu
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Mutual Information ◽  
Orthogonal Polynomial ◽  
Time Series Prediction ◽  
Prediction Method ◽  
Nonlinear Time Series ◽  
Iterative Learning ◽  
Polynomial Basis

A nonlinear correlative time series prediction method is presented in this paper.It is based on the mutual information of time series and orthogonal polynomial basis neural network. Inputs of network are selected by mutual information, and orthogonal polynomial basis is used as active function.The network is trained by an error iterative learning algorithm.This proposed method for nonlinear time series is tested using two well known time series prediction problems:Gas furnace data time series and Mackey-Glass time series.

Research on the Magnitude Time Series Prediction Based on Wavelet Neural Network

2011 ◽  
Vol 128-129 ◽  
pp. 233-236 ◽  
Author(s):  
Yan Lan Chen ◽  
Yi Chen ◽  
Qing Huang
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Phase Space ◽  
Bp Neural Network ◽  
Time Series Prediction ◽  
Predictive Performance ◽  
Wavelet Neural Network ◽  
Single Step ◽  
Reconstructed Phase Space ◽  
Takens Theorem

Based on the fundamental principles of the wavelet analysis combining with BP neural network, the paper can obtain the minimum embedding dimension and delay time. According to the chaos theory, the phase space of the magnitude time series can be reconstructed by Takens theorem. The paper uses wavelet neural network to train and test the nonlinear magnitude time series in the reconstructed phase space. The simulation results show that the predictive effect of the magnitude time series is remarkable and the predictive performance of single-step prediction is superior to that of multi-step prediction.

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