This paper presents two improvements of Lazy Learning. Both methods include input selection and are applied to long-term prediction of time series. First method is based on an iterative pruning of the inputs and the second one is performing a brute force search in the possible set of inputs using a k-NN approximator. Two benchmarks are used to illustrate the efficiency of these two methods: the Santa Fe A time series and the CATS Benchmark time series.
Affiliations
Helsinki University of TechnologyNeural Networks Research Center
Helsinky University of TechnologyNeural Networks Research Center
Sorjamaa, A., Lendasse, A., & Verleysen, M. (2005). Pruned Lazy Learning Models for Time Series Prediction. Proceedings of ESANN 2005, European Symposium on Artificial Neural Networks, p. 509-514. https://hdl.handle.net/2078.5/253728