Sensitivity analysis of echo state networks for forecasting pseudo-periodic time series.
Sebastián BasterrechGerardo RubinoVáclav SnáselPublished in: SoCPaR (2015)
Keyphrases
- sensitivity analysis
- echo state networks
- recurrent neural networks
- chaotic time series
- forecasting accuracy
- weather forecasting
- financial time series
- managerial insights
- short term
- mackey glass
- arma model
- exponential smoothing
- periodic patterns
- influence diagrams
- variational inequalities
- neural network
- quasi periodic
- long term
- forecasting model
- box jenkins
- hybrid model
- support vector regression
- demand forecasting
- decision variables
- exchange rate
- stock price
- autoregressive
- dynamic time warping
- periodicity detection
- non stationary
- short term prediction