A Dynamic Neural Network Method for Time Series Prediction Using the KIII Model
نویسندگان
چکیده
Absrracf In this paper, the KIII dynamic neural network i s introduced and it is applied to the prediction of complex temporal sequences. I n our approach, Klll gives a step-by-step prediction of the direction of the currency exchange rate change. Previously, various multiplayer perceptron (MLP) networks and recurrent neural networks have been successfully implemented for this application. Results obtained by KIII compare favorably with other methods.
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