Statistical methods for modelling neural networks

被引：0

作者：

Medeiros, M.C. ^{[1
]}

Teräsvirta, T. ^{[1
]}

机构：

[1] Department of Economics, Catholic Univ. of Rio de Janeiro, Rio de Janeiro, Brazil

来源：

International Journal of Engineering Intelligent Systems for Electrical Engineering and Communications | 2001年 / 9卷 / 04期

关键词：

Mathematical models - Real time systems - Regression analysis - Time series analysis;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper modelling time series by single hidden layer feedforward neural network models is considered. A coherent modelling strategy based on statistical inference is discussed. The problems of selecting the variables and the number of hidden units are solved by using statistical model selection criteria and tests. Mis-specification tests for evaluating an estimated neural network model are considered. Forecasting with neural network models is discussed and an application to a real time series is presented.

引用

页码：227 / 235