Identification environment and robust forecasting for nonlinear time series

DOI10.1007/BF01299328zbMath0789.62074MaRDI QIDQ1318308

Berlin Wu

Publication date: 16 June 1994

Published in: Computational Economics (Search for Journal in Brave)

zbMATH Keywords

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

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

68T05: Learning and adaptive systems in artificial intelligence

Related Items

An investigation of neural networks for linear time-series forecasting, FORECASTING FUZZY TIME SERIES ON A HEURISTIC HIGH-ORDER MODEL

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An introduction to bispectral analysis and bilinear time series models
• Bilinear control processes. With applications to engineering, ecology, and medicine
• Testing linearity against smooth transition autoregressive models
• TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
• Testing and Modeling Threshold Autoregressive Processes
• On the identification problem for bilinear time series models
• Approximation by superpositions of a sigmoidal function