Search Results - subject:"Time Series Classification"

A unified approach to extract interpretable rules from tree ensembles via Integer Programming

Bonasera, Lorenzo; Carrizosa, Emilio - In: Computers & operations research : an international journal 185 (2026), pp. 1-17

Persistent link: https://www.econbiz.de/10015534419

Effective strategies for the prediction of aircraft passenger seat (dis-)comfort based on Time Series Classification

Vanacore, Amalia; Ciardiello, Armando - In: Socio-economic planning sciences : the international … 100 (2025), pp. 1-11

Persistent link: https://www.econbiz.de/10015431592

Energy demand pattern analysis in South Korea using hidden Markov model-based classification

Lee, Jaeyong; Hwang, Beom Seuk - In: Asian economic journal : journal of the East Asian … 38 (2024) 3, pp. 404-428

Persistent link: https://www.econbiz.de/10015154787

A Novel Default Risk Prediction and Feature Importance Analysis Technique for Marketplace Lending using Machine Learning

Imam, Sana Hassan; Huhn, Sebastian; Hornuf, Lars; … - In: Credit and Capital Markets – Kredit und Kapital 56 (2023) 1, pp. 27-62

Marketplace lending has fundamentally changed the relationship between borrowers and lenders in financial markets. As with many other financial products that have emerged in recent years, internet-based investors may be inexperienced in marketplace lending, highlighting the importance of...

Persistent link: https://www.econbiz.de/10014556392

A novel default risk prediction and feature importance analysis technique for marketplace lending using machine learning

Imam, Sana Hassan; Huhn, Sebastian; Hornuf, Lars; … - In: Credit and capital markets : Kredit und Kapital 56 (2023) 1, pp. 27-62

Persistent link: https://www.econbiz.de/10014518604

Bayesian bilinear neural network for predicting the mid-price dynamics in limit-order book markets

Magris, Martin; Shabani, Mostafa; Iosifidis, Alexandros - In: Journal of forecasting 42 (2023) 6, pp. 1407-1428

Persistent link: https://www.econbiz.de/10014338908

Early warning system for Russian stock market crises : TCN-LSTM-Attention model using imbalanced data and attention mechanism

Teplova, Tamara Viktorovna; Fayzulin, Maksim; Kurkin, … - In: Socio-economic planning sciences : the international … 101 (2025), pp. 1-18

Persistent link: https://www.econbiz.de/10015451038

A Run Length Transformation for Discriminating Between Auto Regressive Time Series

Bagnall, Anthony; Janacek, Gareth - In: Journal of Classification 31 (2014) 2, pp. 154-178

We describe a simple time series transformation to detect differences in series that can be accurately modelled as stationary autoregressive (AR) processes. The transformation involves forming the histogram of above and below the mean run lengths. The run length (RL) transformation has the...

Persistent link: https://www.econbiz.de/10010950407

Polarization of forecast densities: A new approach to time series classification

Liu, Shen; Maharaj, Elizabeth Ann; Inder, Brett - In: Computational Statistics & Data Analysis 70 (2014) C, pp. 345-361

Time series classification has been extensively explored in many fields of study. Most methods are based on the … directly relate to forecasts of time series are much more appropriate. An approach to time series classification is proposed …

Persistent link: https://www.econbiz.de/10010719689

A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples

Liu, Shen; Maharaj, Elizabeth Ann - In: Computational Statistics & Data Analysis 60 (2013) C, pp. 32-49

A new test of hypothesis for classifying stationary time series based on the bias-adjusted estimators of the fitted autoregressive model is proposed. It is shown theoretically that the proposed test has desirable properties. Simulation results show that when time series are short, the size and...

Persistent link: https://www.econbiz.de/10010603419