Lorenz time-series analysis using a scaled hybrid model
Lorenz time-series is characterized by non-linearity, noise, volatility and is chaotic in nature thus making the process of forecasting cumbersome. The main aim of forecasters is to apply an approach that focuses on improving accuracy in both one-step and multi-step-ahead forecasts. This paper prese...
Saved in:
| Main Authors: | Abdulkadir, S.J., Yong, S.-P. |
|---|---|
| Format: | Conference or Workshop Item |
| Institution: | Universiti Teknologi Petronas |
| Record Id / ISBN-0: | utp-eprints.30911 / |
| Published: |
Institute of Electrical and Electronics Engineers Inc.
2016
|
| Online Access: |
https://www.scopus.com/inward/record.uri?eid=2-s2.0-84995616526&doi=10.1109%2fISMSC.2015.7594082&partnerID=40&md5=7668b2df1c11192aaaefbcf4c16d9c33 http://eprints.utp.edu.my/30911/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
An enhanced ELMAN-NARX hybrid model for FTSE Bursa Malaysia KLCI index forecasting
by: Abdulkadir, S.J., et al.
Published: (2016) -
Empirical analysis of parallel-NARX recurrent network for long-term chaotic financial forecasting
by: Abdulkadir, S.J., et al.
Published: (2014) -
Hybridization of ensemble kalman filter and non-linear auto-regressive neural network for financial forecasting
by: Abdulkadir, S.J., et al.
Published: (2014) -
Analysis of recurrent neural networks for henon simulated time-series forecasting
by: Abdulkadir, S.J., et al.
Published: (2018) -
Analysis of recurrent neural networks for henon simulated time-series forecasting
by: Abdulkadir, S.J., et al.
Published: (2018)