An estimation of nonlinear time series with ARCH errors using neural networks.
Hajime AsatoHayao MiyagiKatsumi YamashitaPublished in: SMC (2000)
Keyphrases
- neural network
- estimation error
- nonlinear dynamic systems
- error analysis
- nonlinear functions
- short term prediction
- pattern recognition
- auto associative
- recurrent neural networks
- multi layer
- parameter estimation
- back propagation
- estimation accuracy
- accurate estimation
- autoregressive
- adaptive neural
- estimation algorithm
- neural nets
- multilayer perceptron
- sufficient conditions
- genetic algorithm
- stock price
- fuzzy systems
- activation function
- dynamic time warping
- feedforward neural networks
- hopfield neural network
- feed forward
- neural network controller
- fuzzy logic