Noisy time series prediction using recurrent neural networks and grammatical inference
From MaRDI portal
Publication:5945686
DOI10.1023/A:1010884214864zbMath0983.68163MaRDI QIDQ5945686
Ah Chung Tsoi, Steve Lawrence, C. Lee Giles
Publication date: 14 October 2001
Published in: Machine Learning (Search for Journal in Brave)
Related Items (17)
The fractional differential polynomial neural network for approximation of functions ⋮ Application of machine learning techniques for supply chain demand forecasting ⋮ Deep learning with long short-term memory networks for financial market predictions ⋮ A Machine Learning Method for Extracting Symbolic Knowledge from Recurrent Neural Networks ⋮ Constructing general partial differential equations using polynomial and neural networks ⋮ Approximation of multi-parametric functions using the differential polynomial neural network ⋮ A provably stable neural network Turing machine with finite precision and time ⋮ Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data ⋮ Portfolio construction using bootstrapping neural networks: evidence from global stock market ⋮ An e-E-insensitive support vector regression machine ⋮ Time dependent neural network models for detecting changes of state in complex processes: applications in earth sciences and astronomy. ⋮ Rule Extraction from Recurrent Neural Networks: ATaxonomy and Review ⋮ COMPUTATIONAL INTELLIGENCE METHODS FOR FINANCIAL TIME SERIES MODELING ⋮ Foreign exchange market prediction with multiple classifiers ⋮ Unnamed Item ⋮ Extracting symbolic knowledge from recurrent neural networks -- a fuzzy logic approach ⋮ Time Series Forecasting Using Range Regression Automata
This page was built for publication: Noisy time series prediction using recurrent neural networks and grammatical inference