Forecasting nonlinear time series with neural network sieve bootstrap

DOI10.1016/j.csda.2006.03.003zbMath1161.62407OpenAlexW1994513282MaRDI QIDQ1020025

Cira Perna, Michele La Rocca, Francesco Giordano

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.03.003

zbMATH Keywords

artificial neural networksnonlinear time seriesprediction intervals

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05) Neural nets and related approaches to inference from stochastic processes (62M45)

Related Items (7)

Forecasting Short-Term and Medium-Term Time Series: A Comparison of Artificial Neural Networks and Fuzzy Models ⋮ Non-linear time series clustering based on non-parametric forecast densities ⋮ Clustering nonlinear time series with neural network bootstrap forecast distributions ⋮ Nonlinear autoregressive sieve bootstrap based on extreme learning machines ⋮ A time series bootstrap procedure for interpolation intervals ⋮ Sieve bootstrapt-tests on long-run average parameters ⋮ Back propagation neural network based big data analytics for a stock market challenge

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