Forecasting nonlinear time series with neural network sieve bootstrap.
Francesco GiordanoMichele La RoccaCira PernaPublished in: Comput. Stat. Data Anal. (2007)
Keyphrases
- short term prediction
- neural network
- chaotic time series
- short term
- mackey glass
- forecasting accuracy
- neural network model
- bp neural network
- weather forecasting
- arima model
- financial time series
- long term
- function approximation
- wind speed
- neural network is trained
- autoregressive integrated moving average
- radial basis function
- phase space reconstruction
- exponential smoothing
- back propagation
- nonlinear dynamic systems
- forecasting model
- short term load forecasting
- nonlinear functions
- phase space
- adaptive neural
- auto associative
- stock market
- image content
- neural model
- arma model
- artificial neural networks
- feed forward neural networks
- box jenkins
- hybrid model
- prediction model
- fuzzy logic
- non stationary
- genetic algorithm
- demand forecasting
- feed forward
- recurrent neural networks
- cross validation
- backpropagation neural network
- wind power
- moving average
- activation function
- back propagation neural network
- multivariate time series