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A simple neural network for ARMA(p,q) time series

✍ Scribed by H.Brian Hwarng; H.T Ang


Book ID
114230694
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
170 KB
Volume
29
Category
Article
ISSN
0305-0483

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This paper is concerned with modelling time series by single hidden layer feedforward neural network models. A coherent modelling strategy based on statistical inference is presented. Variable selection is carried out using simple existing techniques. The problem of selecting the number of hidden un