V. Wertz

Details der Publikationsliste

Zeitraum

1995 - 2009

Anzahl

22

Co-Autoren

Stabilization of a class of partially observed infinite-dimensional systems with control constraints (2009)

Abouzaid, B., Achhab, M. E., Wertz, V.

The stabilization by a finite-dimensional compensator for a class of infinite-dimensional linear systems with control inequality constraints is investigated. The main result shows that the...

Time Series Forecasting using CCA and Kohonen Maps- Application to Electricity Consumption (2008)

A. Lendasse, J. Lee, V. Wertz, M. Verleysen, Av. G. Lemaître

Abstract. A general-purpose useful parameter in time series forecasting is the regressor, corresponding to the minimum number of variables necessary to forecast the future values of the time series....

Feature Scoring by Mutual Information for Classification of (2008)

C. Krier, D. François, V. Wertz, M. Verleysen

Selecting relevant features in mass spectra analysis is important both for classification and search for causality. In this paper, it is shown how using mutual information can help answering to both...

Classification of investment funds by self-organizing maps (2007)

P. Cardon, A. Lendasse, V. Wertz, E. De Bodt, M. Verleysen, ...

An investment fund (or mutual fund) is an investment structure collecting money coming from individuals and investing according to preestablished objectives. Professional managers decide of the...

Application to the Bel 20 (2007)

A. Lendasse, E. De Bodt, V. Wertz, M. Verleysen

Non-linear financial time series forecasting –

Prediction of Electric Load using Kohonen Maps- Application to the Polish Electricity Consumption (2007)

A. Lendasse, M. Cottrell, V. Wertz, M. Verleysen

Abstract. The problem of electrical load forecasting presents some particularities, compared to the generic problem of time-series prediction. One of these particularities is that several values...

22nd Benelux Meeting on Control Book of abstracts Fast Bootstrap for Model Structure Selection (2007)

A. Lendasse, V. Wertz

In this paper we propose an effective procedure to reduce the computation time of a bootstrap approximation of the generalization error in a family of nonlinear regression models. The bootstrap [1]...

Should Seed Investors Read Business Plans? (2007)

D. Francois, B. Gailly, A. Lendasse, V. Wertz, M. Verleysen

A business plan is a document presenting in a concise form the key elements (management, finance, marketing, ...) describing a percieved business opportunity. It is used among others as a tool for...

The permutation test for feature selection by mutual information (2006)

D. François, V. Wertz, M. Verleysen

Abstract. The estimation of mutual information for feature selection is often subject to inaccuracies due to noise, small sample size, bad choice of parameter for the estimator, etc. The choice of a...

Fast Bootstrap Methodology For Regression Model Selection (2005)

A. Lendasse, G. Simon, V. Wertz, M. Verleysen

Usii resampliA methodslih cross-valiqAkBR and bootstrapi a necessik i neural network desikA forsolvi; the problem of model structureselectiA; The bootstrapi a powerful method offerix a lowvariBTx of...

Vector Quantization: A Weighted Version For Time-Series Forecasting (2005)

A. Lendasse, D. Francois, V. Wertz, M. Verleysen

Nonlinear time-series prediction offers potential performance increases compared to linear models. Nevertheless, the enhanced complexity and computation time often prohibits an efficient use of...

Non-Euclidean metrics for similarity search in noisy datasets (2005)

D. Francois, V. Wertz, M. Verleysen

In the context of classification, the dissimilarity between data elements is often measured by a metric defined on the data space. Often, the choice of the metric is often disregarded and the...

Fast bootstrap for least-square support vector machines (2004)

A. Lendasse, G. Simon, V. Wertz, M. Verleysen

Abstract. The Bootstrap resampling method may be efficiently used to estimate the generalization error of nonlinear regression models, as artificial neural networks and especially Least-square...

Fast Approximation of the Bootstrap for Model Selection (2003)

G. Simon, A. Lendasse, V. Wertz, M. Verleysen

The bootstrap resampling method may be efficiently used to estimate the generalization error of a family of nonlinear regression models, as artificial neural networks. The main difficulty associated...

Approximation by Radial Basis Function Networks - Application to Option Pricing (2003)

A. Lendasse, J. Lee, E. De Bodt, V. Wertz, M. Verleysen

We propose a method of function approximation by radial basis function networks. We will demonstrate that this approximation method can be improved by a pre-treatment of data based on a linear model....

Nonlinear Time Series Prediction by Weighted Vector Quantization (2003)

A. Lendasse, D. Francois, V. Wertz, M. Verleysen

Classical nonlinear models for time series prediction exhibit improved capabilities compared to linear ones. Nonlinear regression has however drawbacks, such as overfitting and local minima problems,...

Input data reduction for the prediction of financial time series (2001)

A. Lendasse, J. Lee, E. Debodt, V. Wertz, M. Verleysen, ...

Abstract. Prediction of financial time series using artificial neural networks has been the subject of many publications, even if the predictability of financial series remains a subject of...