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nonlinear autoregressive model with exogenous input (NARX)

A. Artificial Neural Networks

A. Artificial Neural Networks

... network model for technical analysis of stock market, and its application to a buying and selling timing prediction system for stock ...“Nonlinear Autoregressive model process with ...

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Forecasting the Index of Financial Safety (IFS) of South Africa using neural networks

Forecasting the Index of Financial Safety (IFS) of South Africa using neural networks

... 5 CONCLUDING REMARKS In this study, the nonlinear autoregressive with exogenous input NARX model with different network training methods was applied to the Index of Financial Safety IFS [r] ...

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System identification and data-driven forecasting of AE index and prediction uncertainty analysis using a new cloud-NARX model

System identification and data-driven forecasting of AE index and prediction uncertainty analysis using a new cloud-NARX model

... a nonlinear dynamic system, and it can be described by a small number of variables (Kamide et ...efficient nonlinear representation to generate good model ...the model structure of NNs can be ...

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Rainfall Prediction with AMSR-E Soil Moisture Products Using SM2RAIN and Nonlinear Autoregressive Networks with Exogenous Input (NARX) for Poorly Gauged Basins: Application to the Karkheh River Basin, Iran

Rainfall Prediction with AMSR-E Soil Moisture Products Using SM2RAIN and Nonlinear Autoregressive Networks with Exogenous Input (NARX) for Poorly Gauged Basins: Application to the Karkheh River Basin, Iran

... the nonlinear autoregressive network with exogenous inputs (NARX) neural modelling at five climate stations in the Karkheh river basin (KRB), located in southwest ...the NARX ...

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A Nonlinear Autoregressive Model with Exogenous Variables Neural Network for Stock Market Timing: The Candlestick Technical Analysis

A Nonlinear Autoregressive Model with Exogenous Variables Neural Network for Stock Market Timing: The Candlestick Technical Analysis

... a nonlinear autoregressive model with exogenous variables (NARX) which is a quite general formulation where the current output value is made dependent on the past values of the ...

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FCM BPSO: ENERGY EFFICIENT TASK BASED LOAD BALANCING IN CLOUD COMPUTING

FCM BPSO: ENERGY EFFICIENT TASK BASED LOAD BALANCING IN CLOUD COMPUTING

... with NARX (Nonlinear Autoregressive with eXogenous input) based ANN (Artificial Neural ...Recurrent NARX-ANN models are developed and trained with dynamic parameter settings to ...

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Nightlights as a Development Indicator: The Estimation of Gross Provincial Product (GPP) in Turkey

Nightlights as a Development Indicator: The Estimation of Gross Provincial Product (GPP) in Turkey

... 2 Basically, our study has a specific feature since we use statistical instruments without searching for economic conclusion. In accordance with the aim of the study and data related bottlenecks given above, we use ...

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A neural-symbolic system for temporal reasoning with application to model verification and learning

A neural-symbolic system for temporal reasoning with application to model verification and learning

... given input and output patterns obtained from querying the network, and decompositional ap- proaches, which can make use of all the values of synaptic weights and connection structures inside the network to ...

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Multi-Layer Perceptron (MLP)-Based Nonlinear Auto-Regressive with Exogenous Inputs (NARX) Stock Forecasting Model

Multi-Layer Perceptron (MLP)-Based Nonlinear Auto-Regressive with Exogenous Inputs (NARX) Stock Forecasting Model

... The correlation test results are shown in Fig. 6, Fig. 7 and the histogram test results are shown in Fig. 8. The correlation tests show minimal violations of the 95% confidence limits (except for lag 0 in the ...

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Application of nonlinear autoregressive moving average exogenous input models to Geospace: Advances in understanding and space weather forecasts

Application of nonlinear autoregressive moving average exogenous input models to Geospace: Advances in understanding and space weather forecasts

... of nonlinear- ity increase, the number of possible monomials will increase ...called model structure detection, and is achieved by the orthogonal least squares–error reduction ra- tio (OLS–ERR) ...the ...

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A novel prediction system in dengue fever using NARMAX model

A novel prediction system in dengue fever using NARMAX model

... NARMAX model yield better accuracy as compared to autoregressive moving average with exogenous input (ARMAX) model in diagnosis intelligent system based on the input variables ...

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The analysis of nonlinear systems in the frequency domain using Nonlinear Output Frequency Response Functions

The analysis of nonlinear systems in the frequency domain using Nonlinear Output Frequency Response Functions

... The Nonlinear Output Frequency Response Functions (NOFRFs) are a concept which provides a new extension of the well-known concept of the Frequency Response Function (FRF) of linear systems to the nonlinear ...

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Simultaneous computation of model order and parameter estimation for ARX 
		model based on multi swarm particle swarm optimization

Simultaneous computation of model order and parameter estimation for ARX model based on multi swarm particle swarm optimization

... mathematical model of a system by performing analysis on input-output behaviour of the ...the model order is ...the model and lastly, the mathematical model is ...

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Nonlinear interactions in the thalamocortical loop in essential tremor: A model-based frequency domain analysis.

Nonlinear interactions in the thalamocortical loop in essential tremor: A model-based frequency domain analysis.

... the input and the thalamus as the output to our system and used to construct a novel nonlinear NARX model ...a nonlinear causality analysis between the EEG and LFPs using another ...

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Predicting Turbidity in Water Distribution Trunk Mains Using Nonlinear Autoregressive Exogenous Artificial Neural Networks

Predicting Turbidity in Water Distribution Trunk Mains Using Nonlinear Autoregressive Exogenous Artificial Neural Networks

... the NARX model in comparison with the Feed-Forward network for the present case ...and NARX analysis, respectively; and the MAE of the future (predicted) event is estimated as ...the NARX ...

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Binary Particle Swarm Optimization Structure Selection of Nonlinear Autoregressive Moving Average with Exogenous Inputs (NARMAX) Model of a Flexible Robot Arm

Binary Particle Swarm Optimization Structure Selection of Nonlinear Autoregressive Moving Average with Exogenous Inputs (NARMAX) Model of a Flexible Robot Arm

... However, another important criteria of system identification is the whiteness of the residuals. This is because non-random residuals indicate model bias as not all dynamics in the original system is sufficiently ...

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A Novel Developed Linear and Nonlinear System Identification for an Industrial Dryer

A Novel Developed Linear and Nonlinear System Identification for an Industrial Dryer

... At first, it is necessary to recognize the system dynamics based on input and output data. It is important to smooth the spikes and to apply peak shaving. These spikes are because of a little inaccuracy of sensors ...

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Assessment of dynamic linear and non-linear models on rainfall variations predicting of Iran

Assessment of dynamic linear and non-linear models on rainfall variations predicting of Iran

... ARCH model that best explains the resulted rainfalls series ...reliability model that best explains the predicted rainfalls ...and nonlinear models of the predict precipitation ...The ...

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Deterministic mutation algorithm as a winner over forward selection 
		procedure

Deterministic mutation algorithm as a winner over forward selection procedure

... mathematical model to explain the dynamical behaviour of a ...is model structure selection which involves the selection of variables and terms of a ...desirable model structure include its accuracy ...

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NARMAX_OLS Representation of a Semi-active Dynamic Leg Joint Model for a Paraplegic Subject Using Functional Electrical Stimulation

NARMAX_OLS Representation of a Semi-active Dynamic Leg Joint Model for a Paraplegic Subject Using Functional Electrical Stimulation

... Abstract—A nonlinear autoregressive moving average with exogenous input (NARMAX) model structure is used to develop paraplegic dynamic leg joint model and the result is compared ...

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