Nonlinear time series prediction weighted by marginal likelihoods: a hierarchical Bayesian approach.

Takashi Matsumoto Motoki Saito Junjiro Sugi

Published in: IJCNN (1999)

Keyphrases

artificial neural networks
probability distribution
non stationary
random variables
hierarchical structure
hierarchical model
neuro fuzzy
coarse to fine
nonlinear equations
highly nonlinear
recurrent neural networks
hierarchical clustering
neural network model
maximum likelihood
ls svm
order statistics
data sets