A network of autoregressive processing units for time series modeling

DOI10.1016/0096-3003(96)90057-0zbMath0845.62060OpenAlexW1991138125MaRDI QIDQ1914640

Pentti Huuhtanen, Kimmo Kaski, Mikko I. Lehtokangas, Jukka P. P. Saarinen

Publication date: 23 June 1996

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(96)90057-0

zbMATH Keywords

model selectionautoregressive modelradial basis function networkthreshold autoregressive modelmultilayer perceptron networkgeneral autoregressive modelhybrid training methodnonlinear time series modelingpredictive minimum description length principle

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05) Statistical aspects of information-theoretic topics (62B10)

Related Items (1)

Stochastic complexity in learning

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