A self-organising mixture autoregressive network for FX time series modelling and prediction.

He Ni Hujun Yin

Published in: Neurocomputing (2009)

Keyphrases

autoregressive
moving average
non stationary
gaussian markov random field
growing neural gas
random fields
multivariate time series
autoregressive model
financial time series
spectrum analysis
random field models
arma model
neural network
image processing
markov random field