On the prediction of the stochastic behavior of time series by use of Neural Networks - performance analysis and results.
M. D. EberspächerPublished in: Data Communications and their Performance (1995)
Keyphrases
- neural network
- chaotic time series
- short term prediction
- mackey glass
- financial time series
- prediction model
- artificial neural networks to predict
- artificial neural networks
- prediction accuracy
- neural network ensemble
- exponential smoothing
- moving average
- monte carlo
- pattern recognition
- human behavior
- dynamic time warping
- extreme values
- radial basis function network
- prediction algorithm
- neural networks and support vector machines
- state transition
- self organizing maps
- radial basis function neural network
- dynamic behavior
- subsequence matching
- predictive model
- phase space
- stochastic model
- multi layer perceptron
- fuzzy systems
- neural nets
- multilayer perceptron
- radial basis function
- fuzzy logic
- learning algorithm