TIME SERIES PREDICTION USING ICA ALGORITHMS

Authors

  • Juan M. Gorriz
  • Carlos G. Puntonet
  • Moises Salmeron
  • E. W. Lang

DOI:

https://doi.org/10.47839/ijc.2.2.208

Keywords:

Independent Component Analysis (ICA), Time Series Analysis, Neural Networks, Signal Processing

Abstract

In this paper we propose a new method for volatile time series forecasting using Independent Component Analysis (ICA) algorithms and Savitzky-Golay filtering as preprocessing tools. The preprocessed data will be introduce in a based radial basis functions (RBF) Artificial Neural Network (ANN) and the prediction result will be compared with the one we get without these preprocessing tools or the classical Principal Component Analysis (PCA) tool.

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Published

2014-08-01

How to Cite

Gorriz, J. M., Puntonet, C. G., Salmeron, M., & Lang, E. W. (2014). TIME SERIES PREDICTION USING ICA ALGORITHMS. International Journal of Computing, 2(2), 69-75. https://doi.org/10.47839/ijc.2.2.208

Issue

2003, Volume 2, Issue 2

Section

Articles

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