The influence of ARIMA-GARCH parameters in feed forward neural networks prediction.
Mauri Aparecido de OliveiraPublished in: Neural Comput. Appl. (2011)
Keyphrases
- feed forward neural networks
- artificial neural networks
- back propagation
- multi layer
- neural network
- moving average
- hidden layer
- fuzzy inference system
- learning speed
- arima model
- basis functions
- extreme learning machine
- activation function
- exponential smoothing
- prediction model
- machine learning
- learning rate
- multilayer perceptron
- input output
- random variables
- training data
- decision making