Forecasting Time Series by SOFNN with Reinforcement Learning

Machine learning algorithms for time series in financial markets

This research is related to the usefulness of different machine learning methods in forecasting time series on financial markets. The main issue in this field is that economic managers and scientific society are still longing for more accurate forecasting algorithms. Fulfilling this request leads to an increase in forecasting quality and, therefore, more profitability and efficiency. In this pa...

Time series forecasting of Bitcoin price based on ARIMA and machine learning approaches

Bitcoin as the current leader in cryptocurrencies is a new asset class receiving significant attention in the financial and investment community and presents an interesting time series prediction problem. In this paper, some forecasting models based on classical like ARIMA and machine learning approaches including Kriging, Artificial Neural Network (ANN), Bayesian method, Support Vector Machine...

Deep Belief Network Using Reinforcement Learning and Its Applications to Time Series Forecasting

Faster Self-Organizing Fuzzy Neural Network Training and Improved Autonomy with Time-Delayed Synapses for Locally Recurrent Learning

This chapter describes a number of modifications to the learning algorithm and architecture of the selforganizing fuzzy neural network (SOFNN) to improve its computational efficiency and learning ability. To improve the SOFNN’s computational efficiency, a new method of checking the network structure after it has been modified is proposed. Instead of testing the entire structure every time it ha...

Analytic Long-Term Forecasting with Periodic Gaussian Processes

Gaussian processes are a state-of-the-art method for learning models from data. Data with an underlying periodic structure appears in many areas, e.g., in climatology or robotics. It is often important to predict the long-term evolution of such a time series, and to take the inherent periodicity explicitly into account. In a Gaussian process, periodicity can be accounted for by an appropriate k...