Graham Kendall
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Professor Graham Kendall

Professor Graham Kendall is the Provost and CEO of The University of Nottingham Malaysia Campus (UNMC). He is also a Pro-Vice Chancellor of the University of Nottingham.

He is a Director of MyResearch Sdn Bhd, Crops for the Future Sdn Bhd. and Nottingham Green Technologies Sdn Bhd. He is a Fellow of the British Computer Society (FBCS) and a Fellow of the Operational Research Society (FORS).

He has published over 230 peer reviewed papers. He is an Associate Editor of 10 journals and the Editor-in-Chief of the IEEE Transactions of Computational Intelligence and AI in Games.

News

Can ants play chess? Yes they can!
http://bit.ly/1yW3UhX
I am a member of the Automated Scheduling, Optimisation and Planning Research Group
http://bit.ly/eIQ5XC

Latest Blog Post

Snooker: Celebrating 40 years at the Crucible

Random Blog Post

Model Formulation: Vehicle Routing Problem (VRP)

Publication(s)

Investigation of an Adaptive Cribbage Player
http://bit.ly/eVPybN
A scheme for determining vehicle routes based on Arc-based service network design
http://bit.ly/2iaUTxA
Optimisation for Surface Mount Placement Machines
http://bit.ly/fbcxGc
Grammatical Evolution Hyper-Heuristic for Combinatorial Optimization Problems
http://bit.ly/19D3Bqv

Graham Kendall: Details of Requested Publication


Citation

Binner, J; Chen, Q-B. and Kendall, G Studying the Effect that a Linear Transformation has on the Time-Series Prediction Ability of an Evolutionary Neural Network. In Proceedings of the 10th Joint Conference on Information Sciences, pages 592-600, 2007.


Abstract

Artificial Neural Networks have often been used for Time Series prediction. Transforming the output data, perhaps using a linear transformation, is required when designing the network. In this paper we investigate how applying a linear transformation to the output data can affect the prediction ability of a neural network. Using six datasets from the stock market, and a population based evolutionary neural network, our experiments show that transforming the output data has a significant effect on the prediction ability of a neural network, while the in-sample prediction remains unaltered. This is an interesting finding and deserves further research to try and identify if we are able to produce better predictions of out-of-sample data by a suitable transformation of the output data.


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The doi for this publication is 10.1142/9789812709677_0086 You can link directly to the original paper, via the doi, from here

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Bibtex

@INPROCEEDINGS{bck2007, author = {J. Binner and Q-B. Chen and G. Kendall},
title = {Studying the Effect that a Linear Transformation has on the Time-Series Prediction Ability of an Evolutionary Neural Network},
booktitle = {Proceedings of the 10th Joint Conference on Information Sciences},
year = {2007},
pages = {592--600},
organization = {Salt Lake City, Utah, USA, 18 - 24 July 2007},
abstract = {Artificial Neural Networks have often been used for Time Series prediction. Transforming the output data, perhaps using a linear transformation, is required when designing the network. In this paper we investigate how applying a linear transformation to the output data can affect the prediction ability of a neural network. Using six datasets from the stock market, and a population based evolutionary neural network, our experiments show that transforming the output data has a significant effect on the prediction ability of a neural network, while the in-sample prediction remains unaltered. This is an interesting finding and deserves further research to try and identify if we are able to produce better predictions of out-of-sample data by a suitable transformation of the output data.},
doi = {10.1142/9789812709677_0086},
keywords = {neural networks, artificial neural networks, time series, prediction, stock market},
owner = {gxk},
timestamp = {2011.01.01} }