Local-global neural networks: a new approach for nonlinear time series modelling
Abstract
In this paper, the Local Global Neural Networks model is proposed within the context of time series models. This formulation encompasses some already existing nonlinear models and also admits the Mixture of Experts approach. We place emphasis on the linear expert case and extensively discuss the theoretical aspects of the model: stationarity conditions, existence, consistency and asymptotic normality of the parameter estimates, and model identifiability. A model building strategy is also considered and the whole procedure is illustrated with two real time-series.Download Info
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Paper provided by Department of Economics PUC-Rio (Brazil) in its series Textos para discussão with number 470.Length: 38 pages
Date of creation: Oct 2003
Date of revision:
Publication status: Published in the Journal of the American Statistical Association, v.99, n. 468, p. 1092-1107, 2004
Handle: RePEc:rio:texdis:470
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Related research
Keywords: neural networks; nonlinear models; time-series; model identifiability; parameter estimation; model building; sunspot number.;Other versions of this item:
- Mayte Suarez -Farinas & Carlos E. Pedreira & Marcelo C. Medeiros, 2004. "Local Global Neural Networks: A New Approach for Nonlinear Time Series Modeling," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 1092-1107, December.
- NEP-ALL-2003-10-28 (All new papers)
- NEP-ETS-2003-10-28 (Econometric Time Series)
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Chan, F. & McAleer, M.J. & Medeiros, M.C., 2011.
"Structure and Asymptotic theory for Nonlinear Models with GARCH Errors,"
Econometric Institute Report
EI 2010-79, Erasmus University Rotterdam, Econometric Institute.
- Felix Chan & Michael McAleer & Marcelo C. Medeiros, 2010. "Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors," Working Papers in Economics 10/79, University of Canterbury, Department of Economics and Finance.
- Felix Chan & Michael McAleer & Marcelo C. Medeiros, 2010. "Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors," KIER Working Papers 754, Kyoto University, Institute of Economic Research.
- Medeiros, Marcelo C. & McAleer, Michael & Slottje, Daniel & Ramos, Vicente & Rey-Maquieira, Javier, 2008. "An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals," Journal of Econometrics, Elsevier, vol. 147(2), pages 372-383, December.
- Areosa, Waldyr Dutra & McAleer, Michael & Medeiros, Marcelo C., 2011.
"Moment-based estimation of smooth transition regression models with endogenous variables,"
Journal of Econometrics,
Elsevier, vol. 165(1), pages 100-111.
- Waldyr Dutra Areosa & Michael McAleer & Marcelo Cunha Medeiros, 2010. "Moment-based estimation of smooth transition regression models with endogenous variables," Textos para discussão 571, Department of Economics PUC-Rio (Brazil).
- Waldyr Dutra Areosa & Michael McAleer & Marcelo C. Medeiros, 2009. "Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables," CIRJE F-Series CIRJE-F-671, CIRJE, Faculty of Economics, University of Tokyo.
- Areosa, W.D. & McAleer, M.J. & Medeiros, M.C., 2008. "Moment-bases estimation of smooth transition regression models with endogenous variables," Econometric Institute Report EI 2008-36, Erasmus University Rotterdam, Econometric Institute.
- Stockis, Jean-Pierre & Tadjuidje-Kamgaing, Joseph & Franke, Jürgen, 2008. "A note on the identifiability of the conditional expectation for the mixtures of neural networks," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 739-742, April.
- McAleer, Michael & Medeiros, Marcelo C., 2008.
"A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries,"
Journal of Econometrics,
Elsevier, vol. 147(1), pages 104-119, November.
- Michael McAller & Marcelo C. Medeiros, 2007. "A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries," Textos para discussão 544, Department of Economics PUC-Rio (Brazil).
- José Luis Aznarte & Marcelo Cunha Medeiros & José Manuel Benítez Sánchez, 2010. "Linearity Testing Against a Fuzzy Rule-based Model," Textos para discussão 566, Department of Economics PUC-Rio (Brazil).
- Eric Hillebrand & Marcelo C. Medeiros & Junyue Xu, 2012. "Asymptotic Theory for Regressions with Smoothly Changing Parameters," CREATES Research Papers 2012-31, School of Economics and Management, University of Aarhus.
- McAleer, Michael & Medeiros, Marcelo C. & Slottje, Daniel, 2008. "A neural network demand system with heteroskedastic errors," Journal of Econometrics, Elsevier, vol. 147(2), pages 359-371, December.
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