Training Dynamic Neural Networks Using the Extended Kalman Filter for Multi-Step-Ahead Predictions

DOI10.1007/978-3-319-09903-3_11zbMATH Open1341.68152OpenAlexW963615952MaRDI QIDQ2950101

Artem Chernodub

Publication date: 8 October 2015

Published in: Springer Series in Bio-/Neuroinformatics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-09903-3_11

zbMATH Keywords

multi-step-ahead predictionbackpropagation through timeforecasted propagation through timemini-batch extended Kalman filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05)

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