NONLINEAR TIME SERIES PREDICTION BASED ON A POWER-LAW NOISE MODEL

DOI10.1142/S0129183107011765zbMath1156.82012MaRDI QIDQ3532382

Frank Emmert-Streib, Matthias Dehmer

Publication date: 3 November 2008

Published in: International Journal of Modern Physics C (Search for Journal in Brave)

zbMATH Keywords

maximum likelihoodtime series predictionfeed-forward artificial neural networks

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Neural networks for/in biological studies, artificial life and related topics (92B20) Neural nets applied to problems in time-dependent statistical mechanics (82C32)

Related Items (1)

A FUZZY NEURAL NETWORK FOR THE ACTIVE VIBRATION CONTROL OF A CENTRIFUGAL PENDULUM VIBRATION ABSORBER

Uses Software

• PRMLT

Cites Work

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• Optimization by Simulated Annealing
• Fitting piecewise linear threshold autoregressive models by means of genetic algorithms
• Nature's way of optimizing
• A HETEROSYNAPTIC LEARNING RULE FOR NEURAL NETWORKS
• Robust estimation of bilinear time series models
• Phase Transitions in Combinatorial Optimization Problems
• Approximation by superpositions of a sigmoidal function

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