0000000000276355
AUTHOR
Rafael Torres Córdoba
Prediction of Highly Non-stationary Time Series Using Higher-Order Neural Units
Adaptive predictive models can use conventional and nonconventional neural networks for highly non-stationary time series prediction. However, conventional neural networks present a series of known drawbacks. This paper presents a brief discussion about this concern as well as how the basis of higher-order neural units can overcome some of them; it also describes a sliding window technique alongside the batch optimization technique for capturing the dynamics of non-stationary time series over a Quadratic Neural Unit, a special case of higher-order neural units. Finally, an experimental analysis is presented to demonstrate the effectiveness of the proposed approach.
Predicting the Short-Term Exchange Rate Between United State Dollar and Czech Koruna Using Hilbert-Huang Transform and Fuzzy Logic
In this paper, the combination of the Hilbert-Huang Transform, fuzzy logic and an embedding theorem is described to predict the short-term exchange rate from United States dollar to Czech Koruna. By Using the Hilbert-Huang Transform as an adaptive filter, the proposed method decreases the embedding dimension space from five (original samples) to four (de-noising samples). This dimension space provides the number of inputs to the fuzzy rule base system, which causes the number of rules, the time for training and the inference process to decrease. Experimental results indicated that this method achieves higher accuracy prediction than the direct use of original data.
Adaptive Threshold, Wavelet and Hilbert Transform for QRS Detection in Electrocardiogram Signals
This paper combines Hilbert and Wavelet transforms and an adaptive threshold technique to detect the QRS complex of electrocardiogram signals. The method is performed in a window framework. First, the Wavelet transform is applied to the ECG signal to remove noise. Next, the Hilbert transform is applied to detect dominant peak points in the signal. Finally, the adaptive threshold technique is applied to detect R-peaks, Q, and S points. The performance of the algorithm is evaluated against the MIT-BIH arrhythmia database, and the numerical results indicated significant detection accuracy.