Prediction Intervals For Time Series Using Neural Networks Based On Wavelet-Core
The authors: Grigoriy Belyavskiy, Valentina Misyura, Evgeny Puchkov Introduction At the prediction for the time series there are problems of the noise, the non-stationarity, and we don’t have enough information to choose the financial market model. In this situation, the usage of an artificial neural network is justified. It allows obtaining non-linear and non-stationary models using the training ... Читать полностью...
