A Feed-Forward Neural Networks-Based Nonlinear Autoregressive Model for Forecasting Time Series

In this work a feed-forward NN based NAR model for forecasting time series is presented. The learning rule used to adjust the NN weights is based on the Levenberg-Marquardt method. In function of the long or short term stochastic dependence of the time series, we propose an online heuristic law to s...

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書誌詳細

出版年:	Computación y Sistemas
主要な著者:	Julián A. Pucheta, Cristian M. Rodríguez Rivero, Martín R. Herrera, Carlos A. Salas, H. Daniel Patiño, Benjamín R. Kuchen
フォーマット:	Artigo
言語:	Inglês
出版事項:	Instituto Politécnico Nacional 2011
主題:	Computación
オンライン･アクセス:	https://www.redalyc.org/articulo.oa?id=61520767008
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