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From: scheier@ifi.unizh.ch (Christian Scheier)
Subject: multivariate time series analysis with ANNs		
Message-ID: <1994Dec17.130952.13780@ifi.unizh.ch>
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Reply-To: scheier@ifi.unizh.ch
Organization: University of Zurich, Department of Computer Science
Date: Sat, 17 Dec 1994 13:09:52 GMT
Lines: 26

Hi,

I am looking for papers/code concerning the multivariate analysis of time
series with ANN's. Currently, I use the linear ARIMA/STATESPACE approach 
to analyse my time series (typically n>4 variables). I would now like to
check if there are any nonlinearities, it seems to me that ANN's would
be the ideal solution to do that. 

Any help is highly appreciated
--Chris





__________________________________________________________________________
 Christian Scheier                       Computer Science Department
 AI Lab                                  University of Zurich
 tel: +41-1-257-4575                     Winterthurerstrasse 190
 fax: +41-1-363-0035                     CH-8057 Switzerland
 http://josef.ifi.unizh.ch/groups/ailab/people/scheier.html
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