Self-organising mixture autoregressive model for non-stationary time series modelling

International Journal of Neural Systems

Volumn 18, Issue 6, 2008, Pages 469-480

  Ni, He ^a,b   Yin, Hujun ^b  

^a ZHEJIANG GONGSHANG UNIVERSITY   (China)

^b UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Autoregressive models; Mixture of temporal models; Non stationarity; Self organising map; Time series

Indexed keywords

FLEXIBLE STRUCTURES; MIXTURES; SOLAR ENERGY;

AUTO-REGRESSIVE (AR); AUTOREGRESSIVE MODELS; MACKEY GLASS; MIXTURE MODEL (MM); MIXTURE OF TEMPORAL MODELS; NEURAL GAS (NG); NON PARAMETRIC METHODS; NON-STATIONARITY; NONPARAMETRIC MODELING; SELF-ORGANISING MAP; SIMILARITY MEASURING;

TIME SERIES;

ARTICLE; ARTIFICIAL NEURAL NETWORK; CLUSTER ANALYSIS; HUMAN; NONLINEAR SYSTEM; STATISTICAL MODEL; TIME;

CLUSTER ANALYSIS; HUMANS; MODELS, STATISTICAL; NEURAL NETWORKS (COMPUTER); NONLINEAR DYNAMICS; TIME FACTORS;

EID: 58449101822     PISSN: 01290657     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0129065708001737     Document Type: Article

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