AR parameter estimation by a feedback neural network

DOI10.1016/S0167-9473(96)00084-9zbMath0900.62469OpenAlexW1990131178MaRDI QIDQ1391327

Tapio Grönfors, Jilei Tian, Martti Juhola

Publication date: 22 July 1998

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

Full work available at URL: https://doi.org/10.1016/s0167-9473(96)00084-9

zbMATH Keywords

Parameter estimationAutoregressive modelFeedback neural networksTime-series analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

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• ``Neural computation of decisions in optimization problems
• A new autoregressive spectrum analysis algorithm

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