Markov-switching regime for time series prediction.
T. C. ChinJ. AngN. S. SeahD. P. MitalH. C. ChuaPublished in: KES (2000)
Keyphrases
- non stationary
- artificial neural networks
- markov chain
- neuro fuzzy
- markov model
- function approximation
- recurrent neural networks
- ls svm
- moving average
- markov processes
- multivariate time series
- neural network model
- semi markov
- prediction model
- markov process
- real time
- conditional independence
- long term
- image sequences
- neural network