Prediction of time series by a structural learning of neural networks.
Masumi IshikawaTeppei MoriyamaPublished in: Fuzzy Sets Syst. (1996)
Keyphrases
- structural learning
- neural network
- chaotic time series
- mackey glass
- short term prediction
- financial time series
- prediction model
- exponential smoothing
- directed acyclic graph
- moving average
- graphical models
- prediction accuracy
- artificial neural networks
- bayesian networks
- non stationary
- box jenkins
- back propagation
- extreme values
- neural network model
- stock market
- multi layer perceptron