A Robust Algorithm in Sequentially Selecting Subset Time Series Systems Using Neural Networks

DOI10.1111/1467-9892.00190zbMath0974.62073OpenAlexW1995011385MaRDI QIDQ2744941

Timothy J. Brailsford, R. D. Terrell, J. H. W. Penm

Publication date: 9 October 2001

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00190

zbMATH Keywords

neural networksforecastinglag modellattice-ladder learning algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35) Neural nets and related approaches to inference from stochastic processes (62M45)

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