Showing 1 - 10 of 3,720
In this paper we present, propose and examine additional membership functions as also we propose least squares with genetic algorithms optimization in order to find the optimum fuzzy membership functions parameters. More specifically, we present the tangent hyperbolic, Gaussian and Generalized...
Persistent link: https://www.econbiz.de/10013126949
In this paper we examine feed-forward neural networks using genetic algorithms in the training process instead of error backpropagation algorithm. Additionally real encoding is preferred to binary encoding as it is more appropriate to find the optimum weights. We use learning and momentum rates...
Persistent link: https://www.econbiz.de/10013138757
In this paper discrete choice models, Logit and Probit are examined in order to predict the economic recession or expansion periods in USA. Additionally we propose an adaptive neurofuzzy inference system with triangular and Gaussian membership functions and genetic algorithms training...
Persistent link: https://www.econbiz.de/10013138754
In this paper we present a Feed-Foward Neural Networks Autoregressive (FFNN-AR) model with genetic algorithms training optimization in order to predict the gross domestic product growth of six countries. Specifically we propose a kind of weighted regression, which can be used for econometric...
Persistent link: https://www.econbiz.de/10013137781
The well-known SETAR model introduced by Tong belongs to the wide class of TAR models that may be specified in several different ways. Here we propose to consider the delay parameter as endogenous, that is we make it to depend on both the past value and the specific past regime of the series. In...
Persistent link: https://www.econbiz.de/10013111893
Persistent link: https://www.econbiz.de/10014338892
Persistent link: https://www.econbiz.de/10011409746
Persistent link: https://www.econbiz.de/10011554712
A new technique is devised to mitigate the errors-in-variables bias in linear regression. The procedure mimics a 2-stage least squares procedure where an auxiliary regression which generates a better behaved predictor variable is derived. The generated variable is then used as a substitute for...
Persistent link: https://www.econbiz.de/10014102272
In additive models the problem of variable selection is strongly linked to the choice of the amount of smoothing used for components that represent metrical variables. Many software packages use separate toolsto solve the different tasks of variable selection and smoothing parameter choice. The...
Persistent link: https://www.econbiz.de/10003379046