NAR time-series prediction: a Bayesian framework and an experiment

: We extend the Bayesian framework to Multi-Layer Perceptron models of Non-linear Auto-Regressive time-series. The approach is evaluated on an artificial time-series and some common simplifications are discussed.

• Type: Conference
• Year: 1998
• Where: ESANN
• Authors: Michel Crucianu, Crucianu Uhry, Jean Pierre Asselin de Beauville, Romuald Boné
• Keywords: Artificial Time-series, ESANN 1998, ESANN 2007, Multi-Layer Perceptron Models, Non-linear Auto-Regressive Time-series