Bayesian neural networks for nonlinear time series forecasting-Reference-Cited by-同舟云学术

Bayesian neural networks for nonlinear time series forecasting

Published:2005-01 Issue:1 Volume:15 Page:13-29
ISSN:0960-3174
Container-title:Statistics and Computing
language:en
Short-container-title:Stat Comput

Author:

Liang Faming

Publisher

Springer Science and Business Media LLC

Subject

Computational Theory and Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability,Theoretical Computer Science

Link

http://link.springer.com/content/pdf/10.1007/s11222-005-4786-8.pdf

Reference58 articles.

1. Andrieu, C., Freitas, N.D., and Doucet, A. 2000. Reversible jump MCMC Simulated Annealing for Neural Networks. Uncertainty in Artificial Intelligence (UAI2000).

2. Andrieu, C., Freitas, N.D., and Doucet, A. 2001. Robust full Bayesian learning for radial basis networks. Neural Computation 13: 2359?2407.

3. Auestad, B. and Tj?stheim 1990. Identification of nonlinear time series: First order characterization and order determination. Biometrika 77: 669?687.

4. Barnett, G., Kohn, R., and Sheather, S.J. 1996. Robust estimation of an autoregressive model using Markov chain Monte Carlo. Journal of Econometrics 74: 237?254.

5. Bishop, C.M. 1995. Neural Networks for Pattern Recognition. Oxford University Press, Oxford.

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