A robust algorithm in sequentially selecting subset time series systems using neural networks

Journal of Time Series Analysis

Volumn 21, Issue 4, 2000, Pages 389-412

  Penm, Jack H W ^a   Brailsford, T J ^a   Terrell, R D ^a  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

Economic and financial forecasting; Neural networks; Subset VAR and VRDL modelling

Indexed keywords

EID: 0040364154     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00190     Document Type: Article

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