Soft Computation Vector Autoregressive Neural Network (VAR-NN) GUI-Based

Vector autoregressive model proposed for multivariate time series data. Neural Network, including Feed Forward Neural Network (FFNN), is the powerful tool for the nonlinear model. In autoregressive model, the input layer is the past values of the same series up to certain lag and the output layers i...

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Bibliographic Details
Main Authors: Yasin Hasbi, Warsito Budi, Santoso Rukun, Suparti
Format: Article
Language:English
Published: EDP Sciences 2018-01-01
Series:E3S Web of Conferences
Subjects:
VAR
Online Access:https://doi.org/10.1051/e3sconf/20187313008