Title :
From data to nonlinear dynamics: a hierarchical Bayes approach with neural nets
Author :
Matsumoto, T. ; Nakajima, Y. ; Hamagishi, H. ; Sugi, J. ; Saito, M.
Author_Institution :
Dept. of Electr., Electron. & Comput. Eng., Waseda Univ., Tokyo, Japan
fDate :
31 Aug-2 Sep 1998
Abstract :
An attempt is made to solve two classes of nonlinear time series prediction problems with a hierarchical Bayes approach using neural nets
Keywords :
Bayes methods; neural nets; nonlinear dynamical systems; time series; hierarchical Bayes approach; neural nets; nonlinear dynamics; nonlinear time series prediction problems; Bayesian methods; Chaos; Ear; Multilayer perceptrons; Neural networks; Noise level; Nonlinear equations; Parameter estimation; Predictive models; Uncertainty;
Conference_Titel :
Neural Networks for Signal Processing VIII, 1998. Proceedings of the 1998 IEEE Signal Processing Society Workshop
Conference_Location :
Cambridge
Print_ISBN :
0-7803-5060-X
DOI :
10.1109/NNSP.1998.710663
