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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Bibliographic Details
Main Author: Pereira, Pedro José (author)
Other Authors: Cortez, Paulo (author), Mendes, Rui (author)
Format: conferencePaper
Language:eng
Published: 2017
Subjects:
Multi-objective evolutionary algorithm
Multilayer perceptron
Multi-step ahead prediction
Prediction intervals
Time series
Science & Technology
Online Access:http://hdl.handle.net/1822/46388
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/46388

Internet

http://hdl.handle.net/1822/46388

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