Pages that link to "Item:Q437862"

The following pages link to Extended and unscented Kalman filtering based feedforward neural networks for time series prediction (Q437862):

Displaying 7 items.

• Nonlinear autoregressive neural network and extended Kalman filters for prediction of financial time series (Q778619) (← links)
• Multi-step prediction of time series with random missing data (Q1629767) (← links)
• A marginalized unscented Kalman filter for efficient parameter estimation with applications to finite element models (Q1986271) (← links)
• Filtering based multi-innovation extended stochastic gradient algorithm for Hammerstein nonlinear system modeling (Q2282624) (← links)
• Multiple sparse-grid Gauss-Hermite filtering (Q2290735) (← links)
• Multi-step prediction of chaotic time-series with intermittent failures based on the generalized nonlinear filtering methods (Q2453236) (← links)
• Training Dynamic Neural Networks Using the Extended Kalman Filter for Multi-Step-Ahead Predictions (Q2950101) (← links)