A New Approach for Time Series Forecasting: Bayesian Enhanced by Fractional Brownian Motion with Application to Rainfall Series
نویسندگان
چکیده
منابع مشابه
A New Approach for Time Series Forecasting: Bayesian Enhanced by Fractional Brownian Motion with Application to Rainfall Series
A new predictor algorithm based on Bayesian enhanced approach (BEA) for long-term chaotic time series using artificial neural networks (ANN) is presented. The technique based on stochastic models uses Bayesian inference by means of Fractional Brownian Motion as model data and Beta model as prior information. However, the need of experimental data for specifying and estimating causal models has ...
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ژورنال
عنوان ژورنال: International Journal of Advanced Computer Science and Applications
سال: 2016
ISSN: 2156-5570,2158-107X
DOI: 10.14569/ijacsa.2016.070334