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A wavelet-based forecasting method for time series is introduced. It is based on a multiple resolution decomposition of the signal, using the redundant "à trous" wavelet transform which has the advantage of being shift-invariant.

The result is a decomposition of the signal into a range of frequency scales. The prediction is based on a small number of coefficients on each of these scales. In its simplest form it is a linear prediction based on a wavelet transform of the signal. This method uses sparse modelling, but can be based on coefficients that are summaries or characteristics of large parts of the signal. The lower level of the decomposition can capture the long-range dependencies with only a few coefficients, while the higher levels capture the usual short-term dependencies.

We show the convergence of the method towards the optimal prediction in the autoregressive case. The method works well, as shown in simulation studies, and studies involving financial data.

In this paper, we propose a sparse tensor regression model for multi-view feature selection. Apart from the most of existing methods, our model adopts a tensor structure to represent multi-view data, which aims to explore their underlying high-order correlations. Based on this tensor structure, our model can effectively select the meaningful feature set for each view. We also develop an iterative optimization algorithm to solve our model, together with analysis about the convergence and computational complexity. Experimental results on several popular multi-view data sets confirm the effectiveness of our model.

In view of importance of well-understood semantics for knowledge representation systems, various semantical views for default logic and it's variants have been presented. But they are different each other in form. This paper provides a semantical framework, which supports a uniform model theoretic semantics for Reiter's default logic, Lukaszewicz and Brewka's variants of default logic.