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  • Search: subject:"subset VAR and VRDL modelling"
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economic and financial forecasting 1 neural networks 1 subset VAR and VRDL modelling 1
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English 1
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Brailsford, Tim 1 Penm, Jack H.W 1 Terrell, R.D 1
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A Robust Algorithm in Sequentially Selecting Subset Time-Series Systems Using Neural Networks
Penm, Jack H.W; Brailsford, Tim; Terrell, R.D - 1999
In this paper a numerically robust lattice-ladder learning alogorithm is presented that sequentially selects the best specification of a subset time series system using neural networks. We have been able to extend the relevance of multi-layered neural networks and so more effectively model a...
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