Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/175957
Authors: 
Fariñas, Mayte Suarez
Pedreira, Carloe E.
Medeiros, Marcelo C.
Year of Publication: 
2003
Series/Report no.: 
Texto para discussão 470
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.
Subjects: 
neural networks
nonlinear models
time-series
model identifiability
parameter estimation
model building
sunspot number.
Document Type: 
Working Paper
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