Use of modular architectures for time series prediction
✍ Scribed by Samy Bengio; Françoise Fessant; Daniel Collobert
- Publisher
- Springer US
- Year
- 1996
- Tongue
- English
- Weight
- 374 KB
- Volume
- 3
- Category
- Article
- ISSN
- 1370-4621
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
## Abstract Let {__X__~__t__~} be a stationary process with spectral density __g__(λ).It is often that the true structure __g__(λ) is not completely specified. This paper discusses the problem of misspecified prediction when a conjectured spectral density __f__~θ~(λ), θ∈Θ, is fitted to __g__(λ). Th
## Abstract I propose principles and methods for the construction of a time‐simultaneous prediction band for a univariate time series. The methods are entirely based on a learning sample of time trajectories, and make no parametric assumption about its distribution. Hence, the methods are general a