{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,6,2]],"date-time":"2024-06-02T20:12:57Z","timestamp":1717359177340},"reference-count":46,"publisher":"Elsevier BV","issue":"10-12","license":[{"start":{"date-parts":[[2009,6,1]],"date-time":"2009-06-01T00:00:00Z","timestamp":1243814400000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Neurocomputing"],"published-print":{"date-parts":[[2009,6]]},"DOI":"10.1016\/j.neucom.2008.11.008","type":"journal-article","created":{"date-parts":[[2008,11,20]],"date-time":"2008-11-20T17:00:38Z","timestamp":1227200438000},"page":"2507-2524","source":"Crossref","is-referenced-by-count":27,"title":["An intelligent hybrid morphological-rank-linear method for financial time series prediction"],"prefix":"10.1016","volume":"72","author":[{"given":"Ricardo","family":"de A. Ara\u00fajo","sequence":"first","affiliation":[]},{"given":"Tiago A.E.","family":"Ferreira","sequence":"additional","affiliation":[]}],"member":"78","reference":[{"key":"10.1016\/j.neucom.2008.11.008_bib1","series-title":"Time Series Analysis: Forecasting and Control","author":"Box","year":"1994"},{"key":"10.1016\/j.neucom.2008.11.008_bib2","doi-asserted-by":"crossref","unstructured":"T.S. Rao, M.M. Gabr, Introduction to Bispectral Analysis and Bilinear Time Series Models, in: Lecture Notes in Statistics, vol. 24, Springer, Berlin, 1984.","DOI":"10.1007\/978-1-4684-6318-7"},{"key":"10.1016\/j.neucom.2008.11.008_bib3","doi-asserted-by":"crossref","unstructured":"T. Ozaki, Nonlinear Time Series Models and Dynamical Systems, in: Hand Book of Statistics, vol. 5, North-Holland, Amsterdam, 1985.","DOI":"10.1016\/S0169-7161(85)05004-0"},{"key":"10.1016\/j.neucom.2008.11.008_bib4","series-title":"Non-Linear and Non-stationary Time Series Analysis","author":"Priestley","year":"1988"},{"key":"10.1016\/j.neucom.2008.11.008_bib5","doi-asserted-by":"crossref","unstructured":"D.E. Rumelhart, J.L. McCleland, Parallel Distributed Processing, Explorations in the Microstructure of Cognition, vols. 1 and 2, MIT Press, Cambridge, MA, 1987.","DOI":"10.7551\/mitpress\/5236.001.0001"},{"issue":"2","key":"10.1016\/j.neucom.2008.11.008_bib6","doi-asserted-by":"crossref","first-page":"169","DOI":"10.1016\/j.ijforecast.2003.10.004","article-title":"Forecasting economic and financial time-series with non-linear models","volume":"20","author":"Clements","year":"2004","journal-title":"International Journal of Forecasting"},{"issue":"1","key":"10.1016\/j.neucom.2008.11.008_bib7","first-page":"28","article-title":"Financial forecasting at Martin Marietta Energy Systems, Inc.","volume":"11","author":"Myhre","year":"1992","journal-title":"The Journal of Business Forecasting Methods & Systems"},{"issue":"6","key":"10.1016\/j.neucom.2008.11.008_bib8","doi-asserted-by":"crossref","first-page":"1355","DOI":"10.1109\/72.471372","article-title":"Neural modeling for time series: a statistical stepwise method for weight elimination","volume":"6","author":"Crottel","year":"1995","journal-title":"IEEE Transaction on Neural Networks"},{"key":"10.1016\/j.neucom.2008.11.008_bib9","doi-asserted-by":"crossref","first-page":"35","DOI":"10.1016\/S0169-2070(97)00044-7","article-title":"Forecasting with artificial neural networks: the state of the art","volume":"14","author":"Zhang","year":"1998","journal-title":"International Journal of Forecasting"},{"issue":"2","key":"10.1016\/j.neucom.2008.11.008_bib10","doi-asserted-by":"crossref","first-page":"464","DOI":"10.1109\/72.839015","article-title":"Combination of artificial neural-network forecasters for prediction of natural gas consumption","volume":"11","author":"Khotanzad","year":"2000","journal-title":"IEEE Transactions on Neural Networks"},{"issue":"3","key":"10.1016\/j.neucom.2008.11.008_bib11","doi-asserted-by":"crossref","first-page":"163","DOI":"10.1023\/A:1014380315182","article-title":"Neural networks approach to the random walk dilemma of financial time series","volume":"16","author":"Sitte","year":"2002","journal-title":"Applied Intelligence"},{"issue":"3","key":"10.1016\/j.neucom.2008.11.008_bib12","doi-asserted-by":"crossref","first-page":"229","DOI":"10.1007\/s00521-004-0458-4","article-title":"Prediction of cavitation vortex dynamics in the draft tube of a francis turbine using radial basis neural networks","volume":"14","author":"Hocevar","year":"2005","journal-title":"Neural Computing & Applications"},{"issue":"1","key":"10.1016\/j.neucom.2008.11.008_bib13","doi-asserted-by":"crossref","first-page":"71","DOI":"10.1016\/j.ijforecast.2006.04.009","article-title":"Forecasting exchange rates: a robust regression approach","volume":"23","author":"Preminger","year":"2007","journal-title":"International Journal of Forecasting"},{"issue":"6","key":"10.1016\/j.neucom.2008.11.008_bib14","doi-asserted-by":"crossref","first-page":"1800","DOI":"10.1109\/TNN.2007.896859","article-title":"Quarterly time-series forecasting with neural networks","volume":"18","author":"Zhang","year":"2007","journal-title":"IEEE Transactions on Neural Networks"},{"key":"10.1016\/j.neucom.2008.11.008_bib15","doi-asserted-by":"crossref","first-page":"113","DOI":"10.1007\/s11063-008-9085-x","article-title":"A new intelligent system methodology for time series forecasting with artificial neural networks","volume":"28","author":"Ferreira","year":"2008","journal-title":"Neural Processing Letters"},{"key":"10.1016\/j.neucom.2008.11.008_bib16","doi-asserted-by":"crossref","first-page":"586","DOI":"10.1109\/34.24793","article-title":"A representation theory for morphological image and signal processing","volume":"11","author":"Maragos","year":"1989","journal-title":"IEEE Transactions on Pattern Analysis and Machine Intelligence"},{"key":"10.1016\/j.neucom.2008.11.008_bib17","series-title":"Image Analysis and Mathematical Morphology","author":"Serra","year":"1982"},{"key":"10.1016\/j.neucom.2008.11.008_bib18","doi-asserted-by":"crossref","first-page":"1244","DOI":"10.1109\/29.1653","article-title":"Stack filters and the mean absolute error criterion","volume":"36","author":"Coyle","year":"1988","journal-title":"IEEE Transactions on Acoustics Speech and Signal Processing"},{"key":"10.1016\/j.neucom.2008.11.008_bib19","unstructured":"S.S. Wilson, Morphological networks, in: Proceedings of the SPIE Visual Communication and Image Processing IV, vol. 1199, 1989, pp. 483\u2013493."},{"issue":"2","key":"10.1016\/j.neucom.2008.11.008_bib20","doi-asserted-by":"crossref","first-page":"115","DOI":"10.1016\/1047-3203(92)90010-Q","article-title":"Structuring element adaptation for morphological filters","volume":"3","author":"Salembier","year":"1992","journal-title":"Journal for Visual Communication and Image Representation"},{"issue":"1","key":"10.1016\/j.neucom.2008.11.008_bib21","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1016\/0165-1684(92)90108-9","article-title":"Adaptive rank order based filters","volume":"27","author":"Salembier","year":"1992","journal-title":"Signal Processing"},{"key":"10.1016\/j.neucom.2008.11.008_bib22","doi-asserted-by":"crossref","first-page":"1008","DOI":"10.1117\/12.56144","article-title":"Facilitation of optimal binary morphological filter design via structuring element libraries and design constraints","volume":"31","author":"Loce","year":"1992","journal-title":"Optical Engineering"},{"issue":"1818","key":"10.1016\/j.neucom.2008.11.008_bib23","doi-asserted-by":"crossref","first-page":"674","DOI":"10.1117\/12.131482","article-title":"Character recognition using min\u2013max classifiers designed using an LMS algorithm","volume":"92","author":"Yang","year":"1992","journal-title":"Visual Communications and Image Processing"},{"issue":"2","key":"10.1016\/j.neucom.2008.11.008_bib24","doi-asserted-by":"crossref","first-page":"179","DOI":"10.1007\/BF01189873","article-title":"Morphology neural networks: an introduction with applications","volume":"12","author":"Davidson","year":"1993","journal-title":"Circuits, System and Signal Processing"},{"key":"10.1016\/j.neucom.2008.11.008_bib25","first-page":"319","article-title":"Morphological image processing using artificial neural networks","volume":"vol. 67","author":"Herwing","year":"1994"},{"key":"10.1016\/j.neucom.2008.11.008_bib26","doi-asserted-by":"crossref","first-page":"966","DOI":"10.1109\/83.701150","article-title":"MRL-filters: a general class of nonlinear systems and their optimal design for image processing","volume":"7","author":"Pessoa","year":"1998","journal-title":"IEEE Transactions on Image Processing"},{"key":"10.1016\/j.neucom.2008.11.008_bib27","unstructured":"R.A. Ara\u00fajo, F. Madeiro, R.P. Sousa, L.F.C. Pessoa, T.A.E. Ferreira, An evolutionary morphological approach for financial time series forecasting, in: Proceedings of the IEEE Congress on Evolutionary Computation, Vancouver, Canada, 2006."},{"key":"10.1016\/j.neucom.2008.11.008_bib28","unstructured":"R.A. Ara\u00fajo, R.P. Sousa, T.A.E. Ferreira, An intelligent hybrid approach for designing increasing translation invariant morphological operators for time series forecasting, in: ISNN (2). Lecture Notes in Computer Science, vol. 4492 PART II, Springer, Berlin, 2007, pp. 602\u2013611."},{"key":"10.1016\/j.neucom.2008.11.008_bib29","series-title":"Random Sets and Integral Geometry","author":"Matheron","year":"1975"},{"issue":"6","key":"10.1016\/j.neucom.2008.11.008_bib30","doi-asserted-by":"crossref","first-page":"1782","DOI":"10.1137\/0151091","article-title":"Minimal representation for translation invariant set mappings by mathematical morphology","volume":"51","author":"Banon","year":"1991","journal-title":"SIAM Journal of Applied Mathematics"},{"key":"10.1016\/j.neucom.2008.11.008_bib31","first-page":"366","article-title":"Detecting strange attractor in turbulence","volume":"vol. 898","author":"Takens","year":"1980"},{"issue":"1","key":"10.1016\/j.neucom.2008.11.008_bib32","doi-asserted-by":"crossref","first-page":"79","DOI":"10.1109\/TNN.2002.804317","article-title":"Tuning of the structure and parameters of the neural network using an improved genetic algorithm","volume":"14","author":"Leung","year":"2003","journal-title":"IEEE Transactions on Neural Networks"},{"key":"10.1016\/j.neucom.2008.11.008_bib33","series-title":"The Econometric Modelling of Financial Time Series","author":"Mills","year":"2003"},{"key":"10.1016\/j.neucom.2008.11.008_bib34","series-title":"A Random Walk Down Wall Street","author":"Malkiel","year":"2003"},{"key":"10.1016\/j.neucom.2008.11.008_bib35","series-title":"Genetic Algorithms in Search, Optimization, and Machine Learning","author":"Goldberg","year":"1989"},{"key":"10.1016\/j.neucom.2008.11.008_bib36","doi-asserted-by":"crossref","unstructured":"J.H. Holland, Genetic algorithms, Scientific American (1992) 66\u201372.","DOI":"10.1038\/scientificamerican0792-66"},{"key":"10.1016\/j.neucom.2008.11.008_bib37","series-title":"A Introduction to Genetic Algorithms","author":"Mitchell","year":"1999"},{"key":"10.1016\/j.neucom.2008.11.008_bib38","doi-asserted-by":"crossref","first-page":"55","DOI":"10.1016\/0923-5965(95)00033-X","article-title":"The use of genetic algorithms in morphological filter design","volume":"8","author":"Harvey","year":"1996","journal-title":"Signal Processing Image Communication"},{"issue":"8","key":"10.1016\/j.neucom.2008.11.008_bib39","doi-asserted-by":"crossref","first-page":"617","DOI":"10.1002\/for.3980120802","article-title":"On the limitations of comparing mean square forecast errors","volume":"12","author":"Clements","year":"1993","journal-title":"Journal of Forecasting"},{"key":"10.1016\/j.neucom.2008.11.008_bib40","unstructured":"L. Prechelt, Proben1: a set of neural network benchmark problems and benchmarking rules. Technical Report 21\/94, 1994, URL \u3008citeseer.ist.psu.edu\/prechelt94proben.html\u3009."},{"issue":"6","key":"10.1016\/j.neucom.2008.11.008_bib41","doi-asserted-by":"crossref","first-page":"989","DOI":"10.1109\/72.329697","article-title":"Training feedforward networks with the Marquardt algorithm","volume":"5","author":"Hagan","year":"1994","journal-title":"IEEE Transactions on Neural Networks"},{"key":"10.1016\/j.neucom.2008.11.008_bib42","series-title":"Spectral Analysis for Physical Applications\u2014Multitaper and Conventional Univariate Techniques","author":"Percival","year":"1998"},{"key":"10.1016\/j.neucom.2008.11.008_bib43","series-title":"Nonlinear Time Series analysis","author":"Kantz","year":"2003"},{"key":"10.1016\/j.neucom.2008.11.008_bib44","doi-asserted-by":"crossref","first-page":"127","DOI":"10.1016\/S0731-9053(04)19005-1","article-title":"Evolving neural networks with evolutionary strategies: a new application to divisia money","volume":"19","author":"Binner","year":"2004","journal-title":"Advances in Econometrics"},{"issue":"5","key":"10.1016\/j.neucom.2008.11.008_bib45","doi-asserted-by":"crossref","first-page":"303","DOI":"10.1080\/1350485042000329103","article-title":"A hybrid approach based on neural networks and genetic algorithms to the study of profitability in the Spanish stock market","volume":"12","author":"Matilla-Garc\u00eda","year":"2005","journal-title":"Applied Economics Letters"},{"key":"10.1016\/j.neucom.2008.11.008_bib46","doi-asserted-by":"crossref","unstructured":"R.A. Ara\u00fajo, G.C. Vasconcelos, T.A.E. Ferreira, Hybrid differential evolutionary system for financial time series forecasting, in: Proceedings of the IEEE Congress on Evolutionary Computation, Singapore, 2007.","DOI":"10.1109\/CEC.2007.4425036"}],"container-title":["Neurocomputing"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0925231208005249?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0925231208005249?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2020,5,10]],"date-time":"2020-05-10T15:47:25Z","timestamp":1589125645000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0925231208005249"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2009,6]]},"references-count":46,"journal-issue":{"issue":"10-12","published-print":{"date-parts":[[2009,6]]}},"alternative-id":["S0925231208005249"],"URL":"https:\/\/doi.org\/10.1016\/j.neucom.2008.11.008","relation":{},"ISSN":["0925-2312"],"issn-type":[{"value":"0925-2312","type":"print"}],"subject":[],"published":{"date-parts":[[2009,6]]}}}