Detecting novelties in time series through neural networks forecasting with robust confidence intervals

Neurocomputing

Volumn 70, Issue 1-3, 2006, Pages 79-92

  Oliveira, Adriano L I ^a   Meira, Silvio R L ^b  

^a FEDERAL UNIVERSITY OF PERNAMBUCO   (Brazil)

^b FEDERAL UNIVERSITY OF PERNAMBUCO   (Brazil)

Author keywords

Anomaly detection; Confidence intervals; Forecasting; Fraud detection; Neural network; Novelty detection; Time series

Indexed keywords

COMPUTER SYSTEM RECOVERY; FINANCIAL DATA PROCESSING; FORECASTING; TIME SERIES ANALYSIS;

ANOMALY DETECTION; CONFIDENCE INTERVALS; FRAUD DETECTION; NOVELTY DETECTION;

NEURAL NETWORKS;

ANALYTICAL ERROR; ARTICLE; ARTIFICIAL NEURAL NETWORK; COMPUTER PROGRAM; CONFIDENCE INTERVAL; CONTROLLED STUDY; FORECASTING; PLOTS AND CURVES; PREDICTION; PRIORITY JOURNAL; TIME SERIES ANALYSIS;

EID: 33750987935     PISSN: 09252312     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.neucom.2006.05.008     Document Type: Article

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