Grammar-Based Feature Generation for Time-Series Prediction

• Main Authors: De Silva, Anthony Mihirana (Author), Leong, Philip H. W. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Singapore : Springer Singapore : Imprint: Springer, 2015.
• Series: SpringerBriefs in Applied Sciences and Technology,
• Subjects: Engineering.; Pattern recognition.; Economics, Mathematical.; Computational intelligence.; Computational Intelligence.; Pattern Recognition.; Quantitative Finance.

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 compounde...

Table of Contents:

• Introduction
• Feature Selection
• Grammatical Evolution
• Grammar Based Feature Generation
• Application of Grammar Framework to Time-series Prediction
• Case Studies
• Conclusion.