PREDICTION INTERVALS FOR TIME SERIES USING NEURAL NETWORKS BASED ON WAVELET-CORE

DOI10.17654/MS100030413OpenAlexW2507070453MaRDI QIDQ2963143

Valentina Misyura, Grigory Belyavsky, Evgeny Puchkov

Publication date: 10 February 2017

Published in: Far East Journal of Mathematical Sciences (FJMS) (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/9970.htm

zbMATH Keywords

neural networksgenetic algorithmprediction intervalsgradient descenttime-serieshybrid training algorithmwavelet-core

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Neural nets and related approaches to inference from stochastic processes (62M45)

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