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Record W2107133805 · doi:10.1109/ijcnn.2009.5178707

PSO based neural network for time series forecasting

2009· article· en· W2107133805 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversity of Manitoba
Fundersnot available
KeywordsParticle swarm optimizationArtificial neural networkBackpropagationComputer scienceSeries (stratigraphy)Time seriesArtificial intelligenceSwarm behaviourMachine learningData miningAlgorithm

Abstract

fetched live from OpenAlex

Artificial neural networks are being widely used for time series forecasting. In recent years much effort has been made for the development of particle swarm algorithm for the optimization of neural networks. In this paper, the performance of two variants of particle swarm optimization algorithm (Trelea I and Trelea II) for training neural network has been examined with a real data for financial time series forecasting. Results clearly indicated the superiority of swarm based algorithms over the standard backpropagation training algorithm with respect to common performance measures across three forecasting horizons. In particular, with the Trelea II trained model, we obtained 92.48 %, 56.64 %, and 44.66 % decrease in terms of MSE over the standard back-propagation trained neural network for 10 days, 30 days and 60 days ahead forecasts respectively.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.007
metaresearch head score (Gemma)0.015
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch, Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.830
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0070.015
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.149
GPT teacher head0.392
Teacher spread0.243 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Quick stats

Citations51
Published2009
Admission routes1
Has abstractyes

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