Neural networks for event detection from time series: A BP algorithm approach

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 2658, Issue , 2003, Pages 784-793

  Gao, Dayong ^a   Kinouchi, Y ^a   Ito, K ^a  

^a UNIVERSITY OF TOKUSHIMA   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; FINANCE; TIME SERIES;

DYNAMIC RELATION; EVENT DETECTION; EXOGENOUS VARIABLES; FINANCIAL TIME SERIES; HIDDEN LAYER NEURONS; HOMEOSTATIC DYNAMICS; INPUT-OUTPUT SYSTEMS; RANDOM COMPONENTS;

FINANCIAL DATA PROCESSING;

EID: 35248886734     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/3-540-44862-4_85     Document Type: Article

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