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45
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IWANN
1999
Springer
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Neural Networks
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IWANN 1999
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Forecasting Financial Time Series through Intrinsic Dimension Estimation and Non-Linear Data Projection
14 years 4 months ago
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www.dice.ucl.ac.be
A crucial problem in non-linear time series forecasting is to determine its auto-regressive order, in particular when the prediction method is non-linear. We show in this paper tha...
Michel Verleysen, Eric de Bodt, Amaury Lendasse
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