Nonstationary Time Series Prediction Using Local Models Based on Competitive Neural Networks.
Guilherme De A. BarretoJoão Cesar M. MotaLuís Gustavo M. SouzaRewbenio A. FrotaPublished in: IEA/AIE (2004)
Keyphrases
- non stationary
- autoregressive
- neural network
- random fields
- neural network model
- adaptive algorithms
- artificial neural networks
- neuro fuzzy
- empirical mode decomposition
- probabilistic model
- model selection
- back propagation
- blind source separation
- historical data
- neural nets
- generative model
- least squares
- state space
- reinforcement learning
- genetic algorithm