Pages that link to "Item:Q4366256"
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The following pages link to Prediction Intervals for Artificial Neural Networks (Q4366256):
Displayed 15 items.
- Designing neural networks for modeling biological data: a statistical perspective (Q395741) (← links)
- Comparison of the performance of multi-layer perceptron and linear regression for epidemiological data (Q956790) (← links)
- Statistical aspects of multilayer perceptrons under data limitations (Q956913) (← links)
- Efficient Monte Carlo computation of Fisher information matrix using prior information (Q962252) (← links)
- Boosting GARCH and neural networks for the prediction of heteroskedastic time series (Q984159) (← links)
- Forecasting nonlinear time series with neural network sieve bootstrap (Q1020025) (← links)
- Robust prediction interval estimation for Gaussian processes by cross-validation method (Q2101380) (← links)
- Gradient conjugate priors and multi-layer neural networks (Q2289027) (← links)
- A note on the identifiability of the conditional expectation for the mixtures of neural networks (Q2483449) (← links)
- Modeling time-varying parameters using artificial neural networks: a GARCH illustration (Q2700575) (← links)
- Testing for parameter stability in nonlinear autoregressive models (Q2931587) (← links)
- (Q3143833) (← links)
- MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL (Q3551018) (← links)
- Improving Reliability Estimation for Individual Numeric Predictions: A Machine Learning Approach (Q5084664) (← links)
- Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques (Q5864520) (← links)