Improved parameter estimation of Time Dependent Kernel Density by using Artificial Neural Networks

Time Dependent Kernel Density Estimation (TDKDE) used in modelling time-varying phenomenon requires two input parameters known as bandwidth and discount to perform. A Maximum Likelihood Estimation (MLE) procedure is commonly used to estimate these parameters in a set of data but this method has a we...

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Bibliographic Details
Main Authors: Saghafi, A. (Author), Tsokos, C.P (Author), Wang, X. (Author)
Format: Article
Language:English
Published: KeAi Communications Co. 2018
Subjects:
Online Access:View Fulltext in Publisher