Hybridization of Ensemble Kalman Filter and Non-linear Auto-regressive Neural Network for Financial Forecasting.
Said Jadid AbdulkadirSuet-Peng YongMaran MarimuthuFong-Woon LaiPublished in: MIKE (2014)
Keyphrases
- financial forecasting
- neural network
- kalman filter
- autoregressive
- state space model
- moving average
- kalman filtering
- non stationary
- state estimation
- genetic programming
- particle filter
- artificial neural networks
- object tracking
- back propagation
- extended kalman filter
- adaptive kalman filter
- pattern recognition
- random fields
- genetic algorithm
- fuzzy logic
- soft computing
- mean shift
- multiscale
- image processing
- feature selection
- evolutionary algorithm
- high dimensional
- dynamical model