03945nam 22006735 450 991029969460332120200630183021.0981-287-411-910.1007/978-981-287-411-5(CKB)3710000000359231(EBL)1974090(SSID)ssj0001452093(PQKBManifestationID)11806906(PQKBTitleCode)TC0001452093(PQKBWorkID)11478913(PQKB)10854794(DE-He213)978-981-287-411-5(MiAaPQ)EBC1974090(PPN)184495393(EXLCZ)99371000000035923120150214d2015 u| 0engur|n|---|||||txtccrGrammar-Based Feature Generation for Time-Series Prediction /by Anthony Mihirana De Silva, Philip H. W. Leong1st ed. 2015.Singapore :Springer Singapore :Imprint: Springer,2015.1 online resource (105 p.)SpringerBriefs in Computational Intelligence,2625-3704Description based upon print version of record.981-287-410-0 Includes bibliographical references.Introduction -- Feature Selection -- Grammatical Evolution -- Grammar Based Feature Generation -- Application of Grammar Framework to Time-series Prediction -- Case Studies -- Conclusion.This book proposes a novel approach for time-series prediction using machine learning techniques with automatic feature generation. Application of machine learning techniques to predict time-series continues to attract considerable attention due to the difficulty of the prediction problems compounded by the non-linear and non-stationary nature of the real world time-series. The performance of machine learning techniques, among other things, depends on suitable engineering of features. This book proposes a systematic way for generating suitable features using context-free grammar. A number of feature selection criteria are investigated and a hybrid feature generation and selection algorithm using grammatical evolution is proposed. The book contains graphical illustrations to explain the feature generation process. The proposed approaches are demonstrated by predicting the closing price of major stock market indices, peak electricity load and net hourly foreign exchange client trade volume. The proposed method can be applied to a wide range of machine learning architectures and applications to represent complex feature dependencies explicitly when machine learning cannot achieve this by itself. Industrial applications can use the proposed technique to improve their predictions.SpringerBriefs in Computational Intelligence,2625-3704Computational intelligencePattern perceptionEconomics, MathematicalComputational Intelligencehttps://scigraph.springernature.com/ontologies/product-market-codes/T11014Pattern Recognitionhttps://scigraph.springernature.com/ontologies/product-market-codes/I2203XQuantitative Financehttps://scigraph.springernature.com/ontologies/product-market-codes/M13062Computational intelligence.Pattern perception.Economics, Mathematical.Computational Intelligence.Pattern Recognition.Quantitative Finance.006.3006.4519620De Silva Anthony Mihiranaauthttp://id.loc.gov/vocabulary/relators/aut1063322Leong Philip H. Wauthttp://id.loc.gov/vocabulary/relators/autBOOK9910299694603321Grammar-Based Feature Generation for Time-Series Prediction2531583UNINA