The 2010 International Joint Conference on Neural Networks (IJCNN) 2010
DOI: 10.1109/ijcnn.2010.5596861
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Fully Automatic Bayesian Neural Forecaster - NN GC1

Abstract: This p a p er combines several techniques to generate a fully data-driven forecasting model. Input selection is p erformed, without user intervention, by a pp lying chaos theory and Bayesian inference. Afterwards, neural network models are estimated, without cross-validation, relying on data partitioning and Bayesian regularization for complexity control.

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Cited by 2 publications
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“…Clearly, a more efficient method is needed. In future work, we intend to explore the methods proposed in [23] [24].…”
Section: Resultsmentioning
confidence: 99%
“…Clearly, a more efficient method is needed. In future work, we intend to explore the methods proposed in [23] [24].…”
Section: Resultsmentioning
confidence: 99%