Time series prediction using mixtures of experts

Advances in Neural Information Processing Systems

Volumn , Issue , 1997, Pages 309-315

  Zeevi, Assaf J ^a   Meir, Ron ^b   Adler, Robert J ^c  

^a Stanford University   (United States)

^b TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

^c University of North Carolina at Chapel Hill   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

MIXTURES; NEURAL NETWORKS; TIME SERIES;

AUTO REGRESSIVE MODELS; MEAN SQUARED ERROR; MIXTURES OF EXPERTS; PREDICTION FUNCTION; STATIONARY TIME SERIES; THEORETICAL FOUNDATIONS; TIME SERIES PREDICTION; UNIVERSAL APPROXIMATORS;

FORECASTING;

EID: 0345642105     PISSN: 10495258     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (9)

1. Domowitz, I. and White, H. "Misspecified Models with Dependent Observations", Journal of Econometrics, vol. 20: 35-58, 1982.
2. Jordan, M. and Jacobs, R. "Hierarchical Mixtures of Experts and the EM Algorithm", Neural Computation, vol. 6, pp. 181-214, 1994.
3. Maiorov, V. and Meir. V. "Approximation Bounds for Smooth Functions in C(lRd) by Neural and Mixture Networks", submitted for publication, December 1996.
4. Meyn, S.P. and Tweedie, R.L. (1993) Markov Chains and Stochastic Stability, Springer-Verlag, London.
5. Mhaskar, H. (1996) "Neural Networks for Optimal Approximation of Smooth and Analytic Functions", Neural Computation vol. 8(1), pp. 164-177.
6. Priestley M.B. Non-linear and Non-stationary Time Series Analysis, Academic Press, New York, 1988.
7. Tong, H. Threshold Models in Non-linear Time Series Analysis, Springer Verlag, New York, 1983.
8. Zeevi, A.J., Meir, R. and Maiorov, V. "Error Bounds for Functional Approximation and Estimation Using Mixtures of Experts", EE Pub. CC-132., Electrical Engineerin g Department, Technion, 1995.
9. Zeevi, A.J., Meir, R. and Adler, R.J. "Non-linear Models for Time Series Using Mixtures of Experts", EE Pub. CC-150, Electrical Engineering Department, Technion, 1996.