Identification environment and robust forecasting for nonlinear time series
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Publication:1318308
DOI10.1007/BF01299328zbMath0789.62074MaRDI QIDQ1318308
Publication date: 16 June 1994
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01299328
prediction; neural network; simulation study; nonlinear time series; expert system; Lagrange multiplier test; bilinear time series; backpropagation approximation; identification environment; integrated dynamic design; new test design; robust forecasting; robust forecasting design; self- organizational properties
62M20: Inference from stochastic processes and prediction
68T05: Learning and adaptive systems in artificial intelligence
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