Scaled UKF-NARX hybrid model for multi-step-ahead forecasting of chaotic time series data.
Said Jadid AbdulkadirSuet-Peng YongPublished in: Soft Comput. (2015)
Keyphrases
- hybrid model
- forecasting accuracy
- support vector regression
- arima model
- artificial neural networks
- back propagation neural network
- feed forward
- chaotic time series
- support vector machine svm
- hybrid models
- phase space
- forecasting model
- short term
- particle filter
- unscented kalman filter
- financial time series
- neural network
- state estimation
- data points
- long term
- bp neural network
- kernel function
- feature space
- video sequences
- image processing
- data sets