Cargando…
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...
| Autores principales: | , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Hindawi
2023
|
| Materias: | |
| 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 |