Pages that link to "Item:Q4282269"
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The following pages link to Feedforward Neural Nets as Models for Time Series Forecasting (Q4282269):
Displaying 14 items.
- Integrating spectral clustering with wavelet based kernel partial least square regressions for financial modeling and forecasting (Q632930) (← links)
- Hybridization of intelligent techniques and ARIMA models for time series prediction (Q835085) (← links)
- Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures (Q954784) (← links)
- Detecting business cycle asymmetries using artificial neural networks and time series models (Q1020512) (← links)
- DCA-based real-time residual useful life prediction for critical faulty component (Q1794239) (← links)
- Using neural networks and cognitive mapping in scenario analysis: the case of Turkey's inflation dynamics (Q1827653) (← links)
- Neural network forecasting for seasonal and trend time series (Q1887914) (← links)
- Mining the customer credit using classification and regression tree and multivariate adaptive regression splines (Q2257606) (← links)
- A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates (Q2387270) (← links)
- Meta fuzzy functions based feed-forward neural networks with a single hidden layer for forecasting (Q3389682) (← links)
- Neural network forecasting of an opening cash price index (Q4784553) (← links)
- A novel wavelet artificial neural networks method to predict non-stationary time series (Q5085616) (← links)
- A simulation study of artificial neural networks for nonlinear time-series forecasting (Q5926605) (← links)
- An investigation of neural networks for linear time-series forecasting (Q5945323) (← links)