A neural gas mixture autoregressive network for modelling and forecasting FX time series.
Yicun OuyangHujun YinPublished in: Neurocomputing (2014)
Keyphrases
- autoregressive
- neural gas
- arma model
- moving average
- growing neural gas
- autoregressive model
- non stationary
- random fields
- spectral analysis
- vector quantization
- self organizing maps
- cluster analysis
- sar images
- vector quantizer
- turning points
- neural network
- semi supervised
- autoregressive moving average
- image sequences
- color quantization
- competitive learning
- multiresolution
- neural network model