TIME SERIES MODEL WITH NEURAL COEFFICIENTS FOR NONLINEAR PROCESSES IN MEAN AND VARIANCE

TIME SERIES MODEL WITH NEURAL COEFFICIENTS FOR NONLINEAR PROCESSES IN MEAN AND VARIANCE

CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO === Esta tese apresenta uma nova classe de modelos não lineares inspirada no modelo ARN, apresentado por Mellem, 1997. Os modelos definidos nesta classe são aditivos com coeficientes variáveis modelados por redes neurais e, tanto a mé...

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Bibliographic Details
Main Author:	MARIA LUIZA FERNANDES VELLOSO
Other Authors:	MARLEY MARIA BERNARDES REBUZZI VELLASCO
Language:	Portuguese
Published:	PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO 1999
Online Access:	http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8103@1 http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8103@2

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