A dynamic neural network method for time series prediction using the KIII model
Haizhon Li, Róbert Kozma · 2004
In this paper, the KIII dynamic neural network is introduced and it is applied to the prediction of complex temporal sequences. In our approach, KIII gives a step-by-step prediction of the direction of the currency exchange rate change. Previously, various multiplayer perceptron (MLP) networks and recurrent neural networks have been successfully implemented for this application. Results obtained by KIII compare favorably with other methods.