Forecasting Time Series with Connectionist Nets: Applications in Statistics, Signal Processing and Economics.
Claas de GrootDiethelm WürtzPublished in: IEA/AIE (1992)
Keyphrases
- signal processing
- weather forecasting
- forecasting accuracy
- financial time series
- arma model
- neural network
- chaotic time series
- exponential smoothing
- short term
- expert systems
- forecasting model
- computational intelligence
- box jenkins
- mackey glass
- arima model
- pattern recognition
- image processing
- neural network model
- turning points
- phase space reconstruction
- fourier transform
- bp neural network
- demand forecasting
- garch model
- computer vision
- stock market
- moving average
- subsequence matching
- non stationary
- multivariate time series
- stock price
- hybrid model
- cooperative
- financial data
- multi agent systems
- associative memory
- support vector regression
- autoregressive
- data mining tasks
- exchange rate
- autoregressive model
- load forecasting
- signal analysis