NAR time-series prediction: a Bayesian framework and an experiment
Michel Crucianu, Crucianu Uhry, J. P. Asselin de Beauville, Romuald Boné · 1998
Abstract: We extend the Bayesian framework to Multi-Layer Perceptron models of Non-linear Auto-Regressive time-series. The approach is evaluated on an artificial time-series and some common simplifications are discussed. 1.