A Representation Theory for Morphological Image and Signal Processing
IEEE Transactions on Pattern Analysis and Machine Intelligence
Computer Vision, Graphics, and Image Processing
Why mathematical morphology needs complete lattices
Signal Processing
Parallel distributed processing: explorations in the microstructure of cognition, vol. 1: foundations
Time series and dependent variables
Physica D
Morphology neural networks: an introduction with applications
Circuits, Systems, and Signal Processing - Special issue: networks for neural processing
LADAR target detection using morphological shared-weighted neural networks
Machine Vision and Applications
Fuzzy lattice neurocomputing (FLN) models
Neural Networks
Neural Networks: A Comprehensive Foundation
Neural Networks: A Comprehensive Foundation
Handbook of Computer Vision Algorithms in Image Algebra
Handbook of Computer Vision Algorithms in Image Algebra
Time Series Analysis: Forecasting and Control
Time Series Analysis: Forecasting and Control
Neural Networks Approach to the Random Walk Dilemma of Financial Time Series
Applied Intelligence
An Introduction to Morphological Neural Networks
ICPR '96 Proceedings of the International Conference on Pattern Recognition (ICPR '96) Volume IV-Volume 7472 - Volume 7472
Journal of Mathematical Imaging and Vision
Image Analysis and Mathematical Morphology
Image Analysis and Mathematical Morphology
Nonlinear Time Series Analysis
Nonlinear Time Series Analysis
Morphological/rank neural networks and their adaptive optimal design for image processing
ICASSP '96 Proceedings of the Acoustics, Speech, and Signal Processing, 1996. on Conference Proceedings., 1996 IEEE International Conference - Volume 06
A neural network ensemble method with jittered training data for time series forecasting
Information Sciences: an International Journal
A general framework for fuzzy morphological associative memories
Fuzzy Sets and Systems
Finding the embedding dimension and variable dependencies in time series
Neural Computation
Information Sciences: an International Journal
A New Intelligent System Methodology for Time Series Forecasting with Artificial Neural Networks
Neural Processing Letters
ISNN '07 Proceedings of the 4th international symposium on Neural Networks: Part II--Advances in Neural Networks
Improving artificial neural networks' performance in seasonal time series forecasting
Information Sciences: an International Journal
Towards the evaluation of time series protection methods
Information Sciences: an International Journal
On the application of Associative Morphological Memories to Hyperspectral Image Analysis
IWANN '03 Proceedings of the 7th International Work-Conference on Artificial and Natural Neural Networks: Part II: Artificial Neural Nets Problem Solving Methods
An introduction to morphological perceptrons with competitive learning
IJCNN'09 Proceedings of the 2009 international joint conference on Neural Networks
Information Sciences: an International Journal
A Cooperative approach to particle swarm optimization
IEEE Transactions on Evolutionary Computation
Implicative Fuzzy Associative Memories
IEEE Transactions on Fuzzy Systems
Morphological associative memories
IEEE Transactions on Neural Networks
Fuzzy lattice neural network (FLNN): a hybrid model for learning
IEEE Transactions on Neural Networks
Automatic target detection using entropy optimized shared-weight neural networks
IEEE Transactions on Neural Networks
Lattice algebra approach to single-neuron computation
IEEE Transactions on Neural Networks
Gray-scale morphological associative memories
IEEE Transactions on Neural Networks
Quarterly Time-Series Forecasting With Neural Networks
IEEE Transactions on Neural Networks
Information Sciences: an International Journal
A class of hybrid morphological perceptrons with application in time series forecasting
Knowledge-Based Systems
An evolutionary approach to design dilation-erosion perceptrons for stock market indices forecasting
Proceedings of the 13th annual conference on Genetic and evolutionary computation
Information Sciences: an International Journal
A robust automatic phase-adjustment method for financial forecasting
Knowledge-Based Systems
Hybrid morphological methodology for software development cost estimation
Expert Systems with Applications: An International Journal
On the use of cross-validation for time series predictor evaluation
Information Sciences: an International Journal
Computational Intelligence and Neuroscience
Information Sciences: an International Journal
Evolutionary Learning Processes to Design the Dilation-Erosion Perceptron for Weather Forecasting
Neural Processing Letters
| Hi-index | 0.07 |
In this paper, we present a method to overcome the random walk (RW) dilemma for financial time series forecasting, called swarm-based translation-invariant morphological prediction (STMP) method. It consists of a hybrid model composed of a modular morphological neural network (MMNN) combined with a particle swarm optimizer (PSO), which searches for the best time lags to optimally describe the time series phenomenon, as well as estimates the initial (sub-optimal) parameters of the MMNN (weights, architecture and number of modules). An additional optimization is performed with each particle of the PSO population (a distinct MMNN) using the back-propagation (BP) algorithm. After the MMNN parameters adjustment, we use a behavioral statistical test and a phase fix procedure to adjust time phase distortions observed in financial time series. Finally, we conduct an experimental analysis with the proposed method using four real world stock market time series, where five well-known performance metrics and a fitness function are used to assess the prediction performance. The obtained results are compared with those generated by classical models presented in the literature.