Indicating when autocorrelated time series shifted using neural networks
Research Paper Series (National University of Singapore. Faculty of Business Administration); 2002-024
Saved in:
Main Author: | Hwarng, H. Brian |
---|---|
Other Authors: | DECISION SCIENCES |
Format: | Working Paper/Technical Report |
Published: |
2018
|
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/140436 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Detecting process mean shift in the presence of autocorrelation: A neural-network based monitoring scheme
by: Hwarng, H.B.
Published: (2013) -
Shift detection and source identification in multivariate autocorrelated processes
by: Hwarng, H.B., et al.
Published: (2013) -
On the robustness of neural networks for time series modeling : a simulation study
by: Hwarng, Brian H.
Published: (2018) -
Detecting concurrent presence of mean shift and correlation using neural networks
by: Hwarng, H. Brian
Published: (2018) -
Training neural networks for identifying shifts in correlated bivariate processes
by: Hwarng, H. Brian
Published: (2018)