A Novel Neuro-Fuzzy Model for Multivariate Time-Series Prediction
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References listed on IDEAS
- Commandeur, Jacques J.F. & Koopman, Siem Jan, 2007. "An Introduction to State Space Time Series Analysis," OUP Catalogue, Oxford University Press, number 9780199228874.
- Crone, Sven F. & Hibon, Michèle & Nikolopoulos, Konstantinos, 2011.
"Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction,"
International Journal of Forecasting, Elsevier, vol. 27(3), pages 635-660, July.
- Crone, Sven F. & Hibon, Michèle & Nikolopoulos, Konstantinos, 2011. "Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction," International Journal of Forecasting, Elsevier, vol. 27(3), pages 635-660.
- Bodyanskiy, Yevgeniy & Popov, Sergiy, 2006. "Neural network approach to forecasting of quasiperiodic financial time series," European Journal of Operational Research, Elsevier, vol. 175(3), pages 1357-1366, December.
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Keywords
time series; neuro-fuzzy; membership function; backpropagation; Kachmarz method; Gaussian; prediction;All these keywords.
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