Time-Dependent Series Variance Estimation via Recurrent Neural Networks

Nikolay I. Nikolaev, Peter Tino, Evgueni N. Smirnov. Time-Dependent Series Variance Estimation via Recurrent Neural Networks. In Timo Honkela, Wlodzislaw Duch, Mark A. Girolami, Samuel Kaski, editors, Artificial Neural Networks and Machine Learning - ICANN 2011 - 21st International Conference on Artificial Neural Networks, Espoo, Finland, June 14-17, 2011, Proceedings, Part I. Volume 6791 of Lecture Notes in Computer Science, pages 176-184, Springer, 2011. [doi]

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