Wieslaw Szczesny:
Grade correspondence analysis applied to contingency tables and questionnaire data. 17-51
Lijuan Cao,
Qingming Gu:
Dynamic support vector machines for non-stationary time series forecasting. 67-83
Mark Last:
Online classification of nonstationary data streams. 129-147
Kyong Joo Oh,
Kyoung-jae Kim:
Piecewise nonlinear model for financial time series forecasting with artificial neural networks. 175-185
Special Issue:
Papers From IDA 2001
Guest-editorial. 209
Jorma Laurikkala:
Instance-based data reduction for improved identification of difficult small classes. 311-322