A Neural Learning Approach for a Data-Driven Nonlinear Error Correction Model

A nonlinear error correction model (ECM) is developed to fit nonlinear relationships between the nonstationary time series in a cointegration relationship. Different from the previous parametric methods, this paper constructs a hybrid neural network to learn the nonlinear error correction model by c...

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Detalles Bibliográficos
Autores principales: Fang, Xi, Yang, Nan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9886459/
https://www.ncbi.nlm.nih.gov/pubmed/36726356
http://dx.doi.org/10.1155/2023/5884314

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9886459/
https://www.ncbi.nlm.nih.gov/pubmed/36726356
http://dx.doi.org/10.1155/2023/5884314

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