Публікація: Classification of Multifractal Time Series by Decision Tree Methods
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Дата
2018
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Анотація
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.
Опис
Ключові слова
multifractal time series, binomial stochastic cascade, classification of time series, Random Forest, Bagging
Бібліографічний опис
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.