Multi-step prediction of time series with random missing data

Applied Mathematical Modelling

Volumn 38, Issue 14, 2014, Pages 3512-3522

  Wu, Xuedong ^a   Wang, Yaonan ^b   Mao, Jianxu ^b   Du, Zhaoping ^a   Li, Chunhua ^a  

^a JIANGSU UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b HUNAN UNIVERSITY   (China)

Author keywords

Multi step prediction; Multilayer perceptron ANN; Nonlinear filters; Random missing data

Indexed keywords

NEURAL NETWORKS; NONLINEAR FILTERING; TIME SERIES;

INDEPENDENT BERNOULLI RANDOM VARIABLES; MULTI LAYER PERCEPTRON; MULTI-STEP PREDICTION; NUMERICAL RESULTS; OBSERVATION EQUATION; ONLINE TRAINING; RANDOM MISSING DATA; TIME SERIES PREDICTION;

FORECASTING;

EID: 84901603894     PISSN: 0307904X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.apm.2013.11.029     Document Type: Article

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