A network of autoregressive processing units for time series modeling

DOI10.1016/0096-3003(96)90057-0MaRDI QIDQ1914640zbMATH OpenOpenAlexFDO

Authors Mikko I. Lehtokangas, Jukka Saarinen, Kimmo Kaski, Pentti Huuhtanen

Publication date 23 June 1996

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(96)90057-0

zbMATH Keywords

model selectionautoregressive modelthreshold autoregressive modelradial basis function networkmultilayer perceptron networkgeneral autoregressive modelhybrid training methodnonlinear time series modelingpredictive minimum description length principle

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05)

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Cited in

(4)

• scientific article; zbMATH DE number 2106801 (Why is no real title available?)
• scientific article; zbMATH DE number 6004605 (Why is no real title available?)
• A new architecture selection strategy in solving seasonal autoregressive time series by artificial neural networks
• Stochastic complexity in learning

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