Um Modelo Estocástico baseado em Redes Neurais

Luciana Conceição Dias Campos, Marley Maria Bernardes Rebuzzi Vellasco, Juan Guillermo Lazo Lazo

Research output: Contribution to conferencePaper

Abstract

his paper presents the proposal of a generic model of stochastic process based on neural networks, called Neural Stochastic Process (NSP). The proposal model can be applied to problems involving phenomena of stochastic behavior and / or periodic features. The NSP’s neural networks capture the behavior of the time series of these phenomena without requiring a priori information about the series, and generates synthetic time series with the same probabilities as the historical series. The NSP model was applied to the treatment of monthly inflows series and the results indicated that the synthetic series generated exhibit statistical characteristics similar to historical series
Original languagePortuguese
Pages12
StatePublished - 2011
EventVIII Encontro Nacional de Inteligência Artificial - Natal, Brazil
Duration: 19 Jul 201122 Jul 2011
Conference number: 7

Other

OtherVIII Encontro Nacional de Inteligência Artificial
Abbreviated titleENIA
Country/TerritoryBrazil
CityNatal
Period19/07/1122/07/11

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