Neural network coding for statistical time series prediction

Joachim Feist; Steffen Gutjahr

doi:10.1117/12.271471

4 April 1997 Neural network coding for statistical time series prediction

Joachim Feist, Steffen Gutjahr

Proceedings Volume 3077, Applications and Science of Artificial Neural Networks III; (1997) https://doi.org/10.1117/12.271471
Event: AeroSense '97, 1997, Orlando, FL, United States

Abstract

Predicting time series in the economic field calls for special techniques. Instead of having the feed-forward network predict the future value, the problem is cast as a classification task. Codings are proposed that give a probability density of tomorrows change in value. Methods to decide for the most likely or profitable direction of the change of value are introduced. The methods have been used to predict the daily change for the Bundfuture.

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Joachim Feist and Steffen Gutjahr "Neural network coding for statistical time series prediction", Proc. SPIE 3077, Applications and Science of Artificial Neural Networks III, (4 April 1997); https://doi.org/10.1117/12.271471

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