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...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
EDP Sciences
2018-01-01
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Series: | E3S Web of Conferences |
Subjects: | |
Online Access: | https://doi.org/10.1051/e3sconf/20187313008 |