Forecasting time series by Bayesian neural networks
T. Zhang, A. Fukushige · 2003
A brief review on application and development of neural networks to time series forecasting is presented, in which the main point is placed on Bayesian neural networks and Bayesian evolutionary neural trees (BENTs). Furthermore, the BENTs techniques are applied to a time series forecast of the daily balance of accounts of the customers in a branch of a bank.