Time Series Forecasting using Recurrent Neural Networks modified by Bayesian Inference in the Learning Process

Typically, time series forecasting is done by using models based directly on the past observations from the same sequence. In these cases, when the model is learning from data, there is not an extra quantity of noiseless data available and computational resources are unlimited. In practice, it is ne...

Full description

Autores:
Tipo de recurso:
Fecha de publicación:
2019
Institución:
Universidad del Rosario
Repositorio:
Repositorio EdocUR - U. Rosario
Idioma:
eng
OAI Identifier:
oai:repository.urosario.edu.co:10336/22344
Acceso en línea:
https://doi.org/10.1109/ColCACI.2019.8781984
https://repository.urosario.edu.co/handle/10336/22344
Palabra clave:
Bayesian networks
Forecasting
Inference engines
Learning systems
Time series
Bayesian
Bayesian neural networks
Computational resources
Kullback Leibler divergence
Kullback-Leibler information
Marginal likelihood
Subjective uncertainty
Time series forecasting
Recurrent neural networks
Bayesian approximation
Kullback-Leibler Divergence
Recurrent neural network
Time Series Forecasting
Rights
License
http://purl.org/coar/access_right/c_abf2