A general approach based on autocorrelation to determine input variables of neural networks for time series forecasting

Yoshiteru Nakamori, Wei Huang, Shou-Yang Wang

Publication date: 21 October 2004

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

zbMATH Keywords

neural networks time series forecasting foreign exchange rate input variables

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Learning and adaptive systems in artificial intelligence (68T05) Neural nets and related approaches to inference from stochastic processes (62M45)

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