An application of neural networks trained with Kalman filter variants (EKF and UKF) to heteroscedastic time series forecasting

M. A. de Oliveira

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An application of neural networks trained with Kalman filter variants (EKF and UKF) to heteroscedastic time series forecasting

机译：Kalman滤波器变体（EKF和UKF）训练神经网络的应用到异源时间序列预测

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《Applied mathematical sciences》 |2012年第76期|共12页
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M. A. de Oliveira;
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An application of neural networks trained with Kalman filter variants (EKF and UKF) to heteroscedastic time series forecasting

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