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Neural network coding for statistical time series prediction
被引：0
作者：
Feist, J
Gutjahr, S
机构：
来源：
APPLICATIONS AND SCIENCE OF ARTIFICIAL NEURAL NETWORKS III
|
1997年
/
3077卷
关键词：
economic time series;
a posteriori probability;
futures;
binary codings;
D O I：
10.1117/12.271471
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ;
0812 ;
0835 ;
1405 ;
摘要：
Predicting time series in the economic field calls for special techniques. Instead of having the feed-forward network predict the future value, the problem is cast as a classification task. Codings are proposed that give a probability density of tomorrows change in value. Methods to decide for the most likely or profitable direction of the change of value are introduced. The methods have been used to predict the daily change for the Bundfuture.
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页码：105 / 115
页数：11
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