Predicting and generating time series by neural networks: An investigation using statistical physics

Details Predicting and generating time series by neural networks: An investigation using statistical physics Predicting and generating time series by neural networks: An investigation using statistical physics

2000-10-23

arxiv.org/abs/cond-mat/0010343v1

Physics

Condensed Matter

Disordered Systems and Neural Networks

Scientific paper

An overview is given about the statistical physics of neural networks
generating and analysing time series. Storage capacity, bit and sequence
generation, prediction error, antipredictable sequences, interacting
perceptrons and the application on the minority game are discussed. Finally, as
a demonstration a perceptron predicts bit sequences produced by human beings.

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