N-step prediction using box-Jenkins methodology

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...

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Bibliographic Details
Main Author: Srinivasan Venkatachari.
Other Authors: Devanathan, R.
Format: Theses and Dissertations
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/3284
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Institution: Nanyang Technological University
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Summary: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.