PREDICTION INTERVALS FOR TIME SERIES USING NEURAL NETWORKS BASED ON WAVELET-CORE

DOI10.17654/MS100030413MaRDI QIDQ2963143zbMATH OpenOpenAlexFDO

Authors Grigory Belyavsky, Valentina Misyura, Evgeny Puchkov

Publication date 10 February 2017

Published in Far East Journal of Mathematical Sciences (FJMS) (Search for Journal in Brave)

Full work available at URL http://www.pphmj.com/abstract/9970.htm

zbMATH Keywords

genetic algorithmgradient descenthybrid training algorithmneural networksprediction intervalstime-serieswavelet-core

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Neural nets and related approaches to inference from stochastic processes (62M45)

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