Nonlinear time series forecasting of time-delay neural network embedded with Bayesian regular\-ization

DOI10.1016/J.AMC.2008.05.064MaRDI QIDQ2378745zbMATH OpenOpenAlexFDO

Authors Weijin Jiang, Lianmei Zhang, Pu Wang

Publication date 14 January 2009

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

Full work available at URL https://doi.org/10.1016/j.amc.2008.05.064

zbMATH Keywords

Bayesian regularizationBP neural networksimport and export tradenonlinear predictionphase space reconstruction

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20) Learning and adaptive systems in artificial intelligence (68T05)

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Cites work

• Control of a nonlinear system with time-delayed dynamics
• Controlling chaos
• Fuzzy modeling, prediction, and control of uncertain chaotic systems based on time series
• scientific article; zbMATH DE number 3810550 (Why is no real title available?)
• Nonlinear dynamics delay times, and embedding windows
• Nonlinear prediction of chaotic time series
• Predicting chaotic time series with wavelet networks
• Reconstructing attractors from filtered time series
• Recurrence matrices and the preservation of dynamical properties

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(2)

• AI 2005: Advances in Artificial Intelligence
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