Using Reservoir Computing for Forecasting Time Series: Brazilian Case Study.
Aida A. FerreiraTeresa Bernarda LudermirPublished in: HIS (2008)
Keyphrases
- reservoir computing
- case study
- recurrent neural networks
- chaotic time series
- weather forecasting
- forecasting accuracy
- financial time series
- mackey glass
- arma model
- box jenkins
- exponential smoothing
- short term
- neural network
- forecasting model
- lessons learned
- phase space reconstruction
- turning points
- feed forward
- hybrid model
- stock market
- arima model
- multivariate time series
- bp neural network
- garch model
- moving average
- autoregressive integrated moving average
- support vector regression
- knowledge management
- long term
- artificial neural networks
- dynamic time warping
- development process
- non stationary
- genetic algorithm
- machine learning
- quasi periodic
- elman neural network
- medium term
- exchange rate
- foreign exchange
- early warning
- stock price
- prediction model
- neural network model
- radial basis function
- real world