Time-Dependent Series Variance Estimation via Recurrent Neural Networks.
Nikolay I. NikolaevPeter TiñoEvgueni N. SmirnovPublished in: ICANN (1) (2011)
Keyphrases
- recurrent neural networks
- neural network
- feed forward
- echo state networks
- neural model
- recurrent networks
- complex valued
- artificial neural networks
- reservoir computing
- long short term memory
- feedforward neural networks
- nonlinear dynamic systems
- neural models
- hebbian learning
- estimation algorithm
- cascade correlation
- unbiased estimator
- dynamic environments
- learning algorithm