Non-linear Models for Time Series Using Mixtures of ExpertsAssaf

  title={Non-linear Models for Time Series Using Mixtures of ExpertsAssaf},
  author={J. Zeevi and Ronny and Meiryz and Julien Robert and Adlerx},
  • J. Zeevi, Ronny, +2 authors Adlerx
  • Published 1996
We consider a novel non-linear model for time series analysis. The study of this model emphasizes both theoretical aspects as well as practical applicability. The architecture of the model is demonstrated to be suuciently rich, in the sense of approximating unknown functional forms, yet it retains some of the simple and intuitive characteristics of linear models. A comparison to some more established non-linear models will be emphasized, and theoretical issues are backed by prediction results… CONTINUE READING