From data to nonlinear dynamics: Time series prediction via hierarchical Bayes approach
Takashi Matsumoto, Hiroaki Hamagishi, Junjiro Sugi, Motoki Saito, Y. Chonan · Electronics and Communications in Japan (Part II Electronics) · 2002
Abstract In the framework of the hierarchical Bayesian approach, a method for nonlinear time series prediction using neural nets is proposed, and its particular applications are shown by examples. © 2002 Wiley Periodicals, Inc. Electron Comm Jpn Pt 2, 85(10): 71–83, 2002; Published online in Wiley InterScience ( www.interscience.wiley.com ). DOI 10.1002/ecjb.10091