Multi-objective learning of neural network time series prediction intervals

In this paper, we address multi-step ahead time series Prediction Intervals (PI). We extend two Neural Network (NN) methods, Lower Upper Bound Estimation (LUBE) and Multi-objective Evolutionary Algorithm (MOEA) LUBE (MLUBE), for multi-step PI. Furthermore, we propose two new MOEA methods based on a...

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Detalhes bibliográficos
Autor principal: Pereira, Pedro José (author)
Outros Autores: Cortez, Paulo (author), Mendes, Rui (author)
Formato: conferencePaper
Idioma:eng
Publicado em: 2017
Assuntos:
Texto completo:http://hdl.handle.net/1822/46388
País:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/46388