Bayesian learning for time series prediction with exogenous variables

Bayesian learning for time series prediction with exogenous variables

We extend the Bayesian learning framework to the modelling of multivariate time series with feedforward neural networks. The extension presented here concerns both regression and classification problems. Finally, we present preliminary results regarding the choice of appropriate priors for building...

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Bibliographische Detailangaben
Hauptverfasser: Crucianu, M., Bone, R., De Beauville, J.-P.A.
Format: Tagungsbericht
Sprache:eng
Schlagworte:
Bayesian methods
Bones
Computer networks
Feedforward neural networks
Feedforward systems
Information resources
Linearity
Neural networks
Predictive models
Probability distribution
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Beschreibung
Zusammenfassung:We extend the Bayesian learning framework to the modelling of multivariate time series with feedforward neural networks. The extension presented here concerns both regression and classification problems. Finally, we present preliminary results regarding the choice of appropriate priors for building such sequential models.
ISSN:1098-7576
1558-3902
DOI:10.1109/IJCNN.1999.833484