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Adaptive Forecasting of Non-Stationary Nonlinear Time Series Based on the Evolving Weighted Neuro-Neo-Fuzzy-ANARX-Model.
Zhengbing Hu
Yevgeniy V. Bodyanskiy
Oleksii K. Tyshchenko
Olena O. Boiko
Published in:
CoRR (2016)
Keyphrases
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non stationary
financial time series
autoregressive
stock market
adaptive algorithms
fuzzy logic
hybrid model
neural network model
neuro fuzzy
random fields
temporal evolution
forecasting model
empirical mode decomposition