A novel approach for estimation of optimal embedding parameters of nonlinear time series by structural learning of neural network.
Yusuke ManabeBasabi ChakrabortyPublished in: Neurocomputing (2007)
Keyphrases
- neural network
- structural learning
- nonlinear functions
- parameter estimation
- maximum likelihood estimation
- closed form solutions
- directed acyclic graph
- autoregressive
- maximum likelihood
- artificial neural networks
- adaptive kalman filter
- dynamic programming
- closed form
- neural network model
- expectation maximization
- optimal solution
- non stationary
- back propagation
- radial basis function
- model selection
- graphical models
- bayesian networks