Identifying stochastic processes with mixture density networks
In this paper we investigate the use of mixture density networks (MDNs) for identifying complex stochastic processes. Regular multilayer perceptrons (MLPs), widely used in time series processing, assume a gaussian conditional noise distribution with constant variance, which is unrealistic in many ap...
| Main Authors: | , , |
|---|---|
| Format: | Others |
| Language: | en |
| Published: |
SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business
1998
|
| Subjects: | |
| Online Access: | http://epub.wu.ac.at/396/1/document.pdf |