N-step prediction using box-Jenkins methodology.
Srinivasan Venkatachari. · DR-NTU (Nanyang Technological University) · 2002
For modeling nonlinear systems, Artificial Neural Network (ANN) offers a promising alternative compared to the more conventional methods such as the Volterra series method and the Hammerstein model. ANN models are widely used in performing time series prediction. ANN models are trained and used as a single-step ahead predictor in control application.