Pages that link to "Item:Q5926605"
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The following pages link to A simulation study of artificial neural networks for nonlinear time-series forecasting (Q5926605):
Displaying 16 items.
- Correcting and combining time series forecasters (Q470161) (← links)
- A hybrid algorithm to optimize RBF network architecture and parameters for nonlinear time series prediction (Q693377) (← links)
- Forecasting nonlinear time series with neural network sieve bootstrap (Q1020025) (← links)
- Forecasting nonlinear time series with a hybrid methodology (Q1033045) (← links)
- Neural network models for inflation forecasting: a revisit (Q2086163) (← links)
- Quantile-based fuzzy \(C\)-means clustering of multivariate time series: robust techniques (Q2092446) (← links)
- The accuracy of a procedural approach to specifying feedforward neural networks for fore\-casting (Q2387263) (← links)
- A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates (Q2387270) (← links)
- Artificial Neural Networks-Based Forecasting: An Attractive Option for Just-in-Time Systems (Q2958677) (← links)
- Comparison of ARIMA, neural networks and hybrid models in time series: tourist arrival forecasting (Q3432728) (← links)
- A multivariate descriptor method for change-point detection in nonlinear time series (Q5124766) (← links)
- LÉVY PROCESS BASED ORNSTEIN-UHLENBECK TEMPERATURE MODEL WITH TIME VARYING SPEED OF MEAN REVERSION (Q5229445) (← links)
- An investigation of neural networks for linear time-series forecasting (Q5945323) (← links)
- The roles of Kerr nonlinearity in a bosonic quantum neural network (Q6042489) (← links)
- Forecasting of symmetric \(\alpha\)-stable autoregressive models by time series approach supported by artificial neural networks (Q6157935) (← links)
- Predictability and Financial Sufficiency of Health Insurance in Colombia: An Actuarial Analysis With a Bayesian Approach (Q6583007) (← links)
