A LINEAR-NEURAL HYBRID MODEL FOR ANALYSIS AND FORECASTING OF TIME-SERIES / MODELO HÍBRIDO LINEAR-NEURAL PARA ANÁLISE E PREVISÃO DE SÉRIES TEMPORAIS
AUTOR(ES)
MARCELO CUNHA MEDEIROS
DATA DE PUBLICAÇÃO
1998
RESUMO
This thesis presents a non linear autoregressive model with exogeneous variables (ARX), for time series analysis and forecasting. The coefficients of the model are given by the output of a feed-forward neural network. The results are compared with both linear and non linear models.
ASSUNTO(S)
ACESSO AO ARTIGO
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