Nonlinear time series forecasting with Bayesian neural networks

Expert Systems with Applications

Volumn 41, Issue 15, 2014, Pages 6596-6610

  Kocadaǧli, Ozan ^a   Aşikgil, Bariş ^a  

^a MIMAR SINAN UNIVERSITY   (Turkey)

Author keywords

Bayesian neural networks; Gaussian approximation; Genetic algorithms; Hybrid Monte Carlo simulations; Nonlinear time series; Recursive hyperparameters

Indexed keywords

COMPLEX NETWORKS; FORECASTING; GENETIC ALGORITHMS; MONTE CARLO METHODS; NEURAL NETWORKS;

BAYESIAN NEURAL NETWORKS; GAUSSIAN APPROXIMATIONS; HYBRID MONTE CARLO SIMULATIONS; HYPERPARAMETERS; NONLINEAR TIME SERIES;

TIME SERIES;

EID: 84902660037     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2014.04.035     Document Type: Article

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