Modelos markov switching y redes neuronales recurrentes para predecir series temporales de tasas de cambio.

In most practical real-life scenarios such as business, finance, retail, energy, economics, etc., time series data reflect non-stationary temporal changes. Some models are used to make predictions of this type of information, such as Markov Switching Models that focus on capturing structural changes...

• প্রধান লেখক: Becerra Loaiza, Inti Israel (author)
• বিন্যাস: masterThesis
• ভাষা: spa
• প্রকাশিত: 2024
• বিষয়গুলি: Modelos Markov Switching; Modelos de Markov Ocultos; Redes Neuronales Recurrentes
• অনলাইন ব্যবহার করুন: http://dspace.unach.edu.ec/handle/51000/12607