crossrefMachine Learning and Knowledge Extraction2023-10-02Cited by 32
Predicting the Long-Term Dependencies in Time Series Using Recurrent Artificial Neural Networks
Cristian Ubal, Gustavo Di-Giorgi, Javier E. Contreras-Reyes, Rodrigo Salas
Long-term dependence is an essential feature for the predictability of time series. Estimating the parameter that describes long memory is essential to describing the behavior of time series models. However, most long memory estimation methods assume that this parameter has a con…