ARMA-CIGMN - A neural network model for time series - Couverture souple

Flores, João Henrique Ferreira; Engel, Paulo Martins

 
9783659798849: ARMA-CIGMN - A neural network model for time series
Couverture souple
ISBN 10 : 3659798843 ISBN 13 : 9783659798849
Editeur : LAP LAMBERT Academic Publishing, 2015

Synopsis

This book presents a new model of neural network for time series analysis and forecasting: the ARMA-CIGMN (Autoregressive Moving Average Classical Incremental Gaussian Mixture Network) model and its analysis. This model is based on modifications made to a reformulated IGMN, the Classical IGMN (CIGMN). The CIGMN is similar to the original IGMN, but based on a classical statistical approach. The modifications to the IGMN algorithm were made to better fit it to time series. The ARMA-CIGMN model demonstrates good forecasts and the modeling procedure can also be aided by known statistical tools as the autocorrelation (acf) and partial autocorrelation functions (pacf), already used in classical statistical time series modeling and also with the original IGMN algorithm models. The ARMA-CIGMN model was evaluated using known series and simulated data.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

This book presents a new model of neural network for time series analysis and forecasting: the ARMA-CIGMN (Autoregressive Moving Average Classical Incremental Gaussian Mixture Network) model and its analysis. This model is based on modifications made to a reformulated IGMN, the Classical IGMN (CIGMN). The CIGMN is similar to the original IGMN, but based on a classical statistical approach. The modifications to the IGMN algorithm were made to better fit it to time series. The ARMA-CIGMN model demonstrates good forecasts and the modeling procedure can also be aided by known statistical tools as the autocorrelation (acf) and partial autocorrelation functions (pacf), already used in classical statistical time series modeling and also with the original IGMN algorithm models. The ARMA-CIGMN model was evaluated using known series and simulated data.

Biographie de l'auteur

João H. F. Flores, Dr: Associate Professor at Instituto de Matemática e Estatística, UFRGS, Porto Alegre, Brazil. Fields of study: time series, neural networks, linear and nonlinear regression.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2015
Langue
anglais
ISBN 10 
3659798843
ISBN 13 
9783659798849
Reliure
Broché
Nombre de pages
128
Coordonnées du fabricant
non disponible
Personne responsable
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