An R implementation of a Recurrent Neural Network Trained by Extended Kalman Filter
Nowadays there are several techniques used for forecasting with different performances and accuracies. One of the most performant techniques for time series prediction is neural networks. The accuracy of the predictions greatly depends on the network architecture and training method. In this paper w...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Romanian National Institute of Statistics
2016-06-01
|
| Series: | Revista Română de Statistică |
| Subjects: | |
| Online Access: | http://www.revistadestatistica.ro/wp-content/uploads/2016/06/RRS2_2016_A11.pdf |