Adaptive architecture of polynomial artificial neural network to forecast nonlinear time series.
Eduardo Gómez-RamírezAlex PoznyakA. Gonzalez-YunesM. Avila-AlvarezPublished in: CEC (1999)
Keyphrases
- autoregressive conditional heteroscedasticity
- artificial neural networks
- hybrid model
- support vector regression
- autoregressive integrated moving average
- arima model
- exponential smoothing
- management system
- back propagation
- forecasting accuracy
- real time
- box jenkins
- network architecture
- learning capabilities
- non stationary
- forecasting model
- recurrent neural networks
- adaptive filtering
- nonlinear models
- adaptive neural
- early warning
- chaotic time series
- neural network model
- phase space reconstruction
- radial basis function
- short term
- genetic algorithm ga