Preface
In the last section we focus on tricks related to time series analysis and economic forecasting. In chapter 16, John Moody opens with a survey of the challenges of macroeconomic forecasting including problems such as noise, nonstationarities, nonlinearities, and the lack of good a priori models. Lest one be discouraged, descriptions of many possible neural network solutions are next presented including hyperparameter selection (e.g. for regularization, training window length), input variable selection, model selection (size and topology of network), better regularizers, committee forecasts, and model visualization.
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Müller, KR. (2012). Tricks for Time Series. In: Montavon, G., Orr, G.B., Müller, KR. (eds) Neural Networks: Tricks of the Trade. Lecture Notes in Computer Science, vol 7700. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-35289-8_21
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DOI: https://doi.org/10.1007/978-3-642-35289-8_21
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