Applying Artificial Neural Networks to prediction of stock price and improvement of the directional prediction index–Case study of PETR4, Petrobras, Brazil

FA De Oliveira, CN Nobre, LE Zárate - Expert systems with applications, 2013 - Elsevier
Predicting the direction of stock price changes is an important factor, as it contributes to the
development of effective strategies for stock exchange transactions and attracts much …

An artificial neural network-based forecasting model of energy-related time series for electrical grid management

A Di Piazza, MC Di Piazza, G La Tona… - … and Computers in …, 2021 - Elsevier
Forecasting of energy-related variables is crucial for accurate planning and management of
electrical power grids, aiming at improving overall efficiency and performance. In this paper …

Long-term time series prediction using OP-ELM

A Grigorievskiy, Y Miche, AM Ventelä, E Séverin… - Neural Networks, 2014 - Elsevier
In this paper, an Optimally Pruned Extreme Learning Machine (OP-ELM) is applied to the
problem of long-term time series prediction. Three known strategies for the long-term time …

Direct versus iterated multiperiod Value‐at‐Risk forecasts

E Ruiz, MR Nieto - Journal of Economic Surveys, 2023 - Wiley Online Library
Since the late nineties, the Basel Accords require financial institutions to measure their
financial risk by reporting daily predictions of Value at Risk (VaR) based on 10‐day returns …

Exponentiated Weibull regression for time-to-event data

SA Khan - Lifetime data analysis, 2018 - Springer
The Weibull, log-logistic and log-normal distributions are extensively used to model time-to-
event data. The Weibull family accommodates only monotone hazard rates, whereas the log …

[PDF][PDF] Machine learning strategies for multi-step-ahead time series forecasting

SB Taieb - Universit Libre de Bruxelles, Belgium, 2014 - souhaib-bentaieb.com
How much electricity is going to be consumed for the next 24 hours? What will be the
temperature for the next three days? What will be the number of sales of a certain product for …

Complex exponential smoothing

I Svetunkov, N Kourentzes… - Naval Research Logistics …, 2022 - Wiley Online Library
Exponential smoothing has been one of the most popular forecasting methods used to
support various decisions in organizations, in activities such as inventory management …

Short-term demand forecast using a bank of neural network models trained using genetic algorithms for the optimal management of drinking water networks

HR Rangel, V Puig, RL Farias… - Journal of …, 2017 - iwaponline.com
Efficient management of a drinking water network reduces the economic costs related to
water production and transport (pumping). Model predictive control (MPC) is nowadays a …

Computing an optimal control policy for an energy storage

P Haessig, T Kovaltchouk, B Multon, HB Ahmed… - arXiv preprint arXiv …, 2014 - arxiv.org
We introduce StoDynProg, a small library created to solve Optimal Control problems arising
in the management of Renewable Power Sources, in particular when coupled with an …

[PDF][PDF] 传感器网络环境监测时间序列数据的高斯过程建模与多步预测

陈艳, 王子健, 赵泽, 李栋, 崔莉 - 通信学报, 2015 - infocomm-journal.com
针对传感网环境监测应用采集的时间序列数据, 提出了一种新的基于高斯过程模型的多步预测
方法, 实现了对未来时刻的环境监测数据的预测. 高斯过程模型通过核函数描述数据的特性 …