IWANN 1999 - PDF Preprint Papers

IWANN 1999 International Workshop/Work-Conference on Artificial and Natural Neural Networks

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IWANN
1999
Springer

207views Neural Networks» more IWANN 1999»

Forecasting Financial Time Series through Intrinsic Dimension Estimation and Non-Linear Data Projection

13 years 8 months ago

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A crucial problem in non-linear time series forecasting is to determine its auto-regressive order, in particular when the prediction method is non-linear. We show in this paper tha...

Michel Verleysen, Eric de Bodt, Amaury Lendasse

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