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Title: Classification of Multifractal Time Series by Decision Tree Methods
Authors: Булах, В. А.
Кіріченко, Л. О.
Радівілова, Т. А.
Keywords: multifractal time series
binomial stochastic cascade
classification of time series
Random Forest
Issue Date: 2018
Publisher: КНУ
Citation: Bulakh V. Classification of Multifractal Time Series by Decision Tree Methods / V. Bulakh, L. Kirichenko, T. Radivilova // Proceedings of the 14th International Conference on ICT in Education, Research and Industrial Applications. Integration, Harmonization and Knowledge Transfer, May 14-17, 2018. – V. I. – Kyiv. – Р. 457–460.
Abstract: The article considers classification task of model fractal time series by the methods of machine learning. To classify the series, it is proposed to use the meta algorithms based on decision trees. To modeling the fractal time series, binomial stochastic cascade processes are used. Classification of time series by the ensembles of decision trees models is carried out. The analysis indicates that the best results are obtained by the methods of bagging and random forest which use regression trees.
Appears in Collections:Кафедра прикладної математики (ПМ)

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