Work

Statistical analysis of multivariate binary time series based on a neural network model

Year: 2024

Type: article

Abstract: This article is devoted to the statistical analysis of multivariate binary time series. For solving this problem a parsimonious neural network model of Markov’s ergodic chain of order s was determined. Consistent statistical estimators for model parameters and estimation algorithms of parameters and forecasting algorithms of future states of time series were developed. The results of computer experiments on simulated and real data are presented.

Source: Doklady of the National Academy of Sciences of Belarus

DOI: 10.29235/1561-8323-2024-68-4-271-281

Authors: Yu. S. Kharin, S. A. Shibalko

Institution: Belarusian State University

Language: English

Topic: Neural Networks and Applications

Subfield: Artificial Intelligence

Field: Computer Science

Domain: Physical Sciences

Open Access status: diamond

OpenAlex ID: W4402334427

FWCI:

Cites: 12

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Related to: 10