A flexible coefficient smooth transition time series model

IEEE Transactions on Neural Networks

Volumn 16, Issue 1, 2005, Pages 97-113

  Medeiros, Marcelo C ^a   Veiga, Álvaro ^a  

^a PONTIFICAL CATHOLIC UNIVERSITY OF RIO DE JANEIRO   (Brazil)

Author keywords

Neural networks; Smooth transition models; Threshold models; Time series

Indexed keywords

APPROXIMATION THEORY; FUNCTIONS; LINEAR SYSTEMS; MATHEMATICAL MODELS; MONTE CARLO METHODS; NONLINEAR SYSTEMS; PARAMETER ESTIMATION; REGRESSION ANALYSIS; THEOREM PROVING; TIME SERIES ANALYSIS; TIME VARYING SYSTEMS;

FUNCTIONAL COEFFICIENT AUTOREGRESSIVE (FAR); NONPARAMETRIC UNIVERSAL APPROXIMATION; SMOOTH TRANSITION AUTOREGRESSIVE (STAR) MODEL; SMOOTH TRANSITION MODELS; THRESHOLD MODELS; TIME SERIES MODEL;

FEEDFORWARD NEURAL NETWORKS;

ALGORITHM; ARTICLE; ARTIFICIAL INTELLIGENCE; ARTIFICIAL NEURAL NETWORK; AUTOMATED PATTERN RECOGNITION; CLUSTER ANALYSIS; COMPUTER ANALYSIS; EVALUATION; MATHEMATICAL COMPUTING; METHODOLOGY; NONLINEAR SYSTEM; SIGNAL PROCESSING; TIME; VALIDATION STUDY;

ALGORITHMS; ARTIFICIAL INTELLIGENCE; CLUSTER ANALYSIS; COMPUTING METHODOLOGIES; NEURAL NETWORKS (COMPUTER); NONLINEAR DYNAMICS; NUMERICAL ANALYSIS, COMPUTER-ASSISTED; PATTERN RECOGNITION, AUTOMATED; SIGNAL PROCESSING, COMPUTER-ASSISTED; TIME FACTORS;

EID: 13844275978     PISSN: 10459227     EISSN: None     Source Type: Journal    
DOI: 10.1109/TNN.2004.836246     Document Type: Article

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