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A novel elastic net-based NGBMC(1, n) model with multi-objective optimization for nonlinear time series forecasting.
Lang Yu
Xin Ma
Wenqing Wu
Yong Wang
Bo Zeng
Published in:
Commun. Nonlinear Sci. Numer. Simul. (2021)
Keyphrases
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multi objective optimization
elastic net
multi objective
evolutionary algorithm
probabilistic model
cost function
bayesian inference
neural network
genetic algorithm
learning algorithm
objective function
closed form
bayesian framework