Building neural network models for time series: A statistical approach

Journal of Forecasting

Volumn 25, Issue 1, 2006, Pages 49-75

  Medeiros, Marcelo C ^a   Teräsvirta, Timo ^b   Rech, Gianluigi ^b  

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

^b STOCKHOLM SCHOOL OF ECONOMICS   (Sweden)

Author keywords

Model misspecification; Neural computing; Nonlinear forecasting; Nonlinear time series; Smooth transition autoregression

Indexed keywords

MATHEMATICAL MODELS; NONLINEAR SYSTEMS; SPECIFICATIONS; TIME SERIES ANALYSIS;

MODEL MISSPECIFICATION; NEURAL COMPUTING; NONLINEAR FORECASTING; NONLINEAR TIME SERIES; SMOOTH TRANSITION AUTOREGRESSION;

FEEDFORWARD NEURAL NETWORKS;

EID: 31644446914     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.974     Document Type: Article

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