Effectiveness of neural networks to regression with structural changes

DOI10.1002/ASMB.471MaRDI QIDQ4797843zbMATH OpenOpenAlexFDO

Authors Miyoko Asano, Hiroe Tsubaki, Tadashi Yoshizawa

Publication date 9 March 2003

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asmb.471

zbMATH Keywords

neural network methodsregression with structural changessigmoid decomposition

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Neural nets and related approaches to inference from stochastic processes (62M45)

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(4)

• A uniform central limit theorem for neural network-based autoregressive processes with applications to change-point analysis
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• Linear regression model improved by neural networks
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