## A Review of Adaptive Bayesian Modeling for Time Series Forecasting

- Tahseen Jilani, Muhammad Najamuddin
- 2014

@article{Jiang2008NonlinearTS, title={Nonlinear time series forecasting of time-delay neural network embedded with Bayesian regularization}, author={Weijin Jiang and Lianmei Zhang and Pu Wang}, journal={Applied Mathematics and Computation}, year={2008}, volume={205}, pages={123-132} }

- Published 2008 in Applied Mathematics and Computation
DOI:10.1016/j.amc.2008.05.064

Based on the idea of nonlinear prediction of phase space reconstruction, this paper presents a time-delay BP neural network model, whose generalization capability is improved by Bayesian regularization. Furthermore, the model is applied to forecast the imp and exp trades in one industry. The results show that the improved model has excellent generalization… CONTINUE READING

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