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pro vyhledávání: '"Trapletti, Adrian"'
In this note we consider the autoregressive moving average recurrent neural network ARMA-NN(1, 1) process. We show that in contrast to the pure autoregressive process simple ARMA-NN processes exist which are not irreducible. We prove that the control
Externí odkaz:
http://epub.wu.ac.at/652/1/document.pdf
A cointegration analysis on a triangle of high frequency exchange rates is presented. Market efficiency requires the triangle to be cointegrated and the cointegration term to be a martingale difference sequence. We find empirical evidence against mar
Externí odkaz:
http://epub.wu.ac.at/1346/1/document.pdf
We consider autoregressive neural network (ARNN) processes driven by additive noise. Sufficient conditions on the network weights (parameters) are derived for the ergodicity and stationarity of the process. It is shown that essentially the linear par
Externí odkaz:
http://epub.wu.ac.at/302/1/document.pdf
We analyze the asymptotic behavior of autoregressive neural network (AR-NN) processes using techniques from Markov chains and non-linear time series analysis. It is shown that standard AR-NNs without shortcut connections are asymptotically stationary
Externí odkaz:
http://epub.wu.ac.at/1612/1/document.pdf
Series: Research Reports of the Institute for Economic Geography and GIScience
Externí odkaz:
http://epub.wu.ac.at/4257/1/WSG_RR_0996.pdf
Series: Research Reports of the Institute for Economic Geography and GIScience
Externí odkaz:
http://epub.wu.ac.at/4254/1/WSG_RR_0696.pdf
Publikováno v:
Neural Computation. Oct2000, Vol. 12 Issue 10, p2427-2450. 24p.
Publikováno v:
Journal of Forecasting. Apr2002, Vol. 21 Issue 3, p151-166. 16p. 6 Charts, 8 Graphs.
Autor:
Spengler, Christina M., Knöpfli-Lenzin, Claudia, Birchler, Katharina, Trapletti, Adrian, Boutellier, Urs
Publikováno v:
European Journal of Applied Physiology; Feb2000, Vol. 81 Issue 5, p368-374, 7p