An applied study on recursive estimation methods, neural networks and forecasting

DOI10.1016/S0377-2217(96)00406-7zbMath0929.91051OpenAlexW1979095144MaRDI QIDQ1278973

João C. Teixeira, António J. L. Rodrigues

Publication date: 3 February 2000

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(96)00406-7

zbMATH Keywords

neural networksKalman filterrecursive least squaresLevenberg-Marquardt algorithmstock exchange indexunivariate time series forecasting

Mathematics Subject Classification ID

Economic time series analysis (91B84) Learning and adaptive systems in artificial intelligence (68T05) Stochastic programming (90C15)

Related Items (2)

A short and mean-term automatic forecasting system---application to textile logistics ⋮ A bibliography of neural network business applications research: 1994--1998

Uses Software

• Neural Network Toolbox

Cites Work

• Recursive estimation and time-series analysis. An introduction
• Modified least squares algorithm incorporating exponential resetting and forgetting
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