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Identifying Dynamical Systems for Forecasting and Control

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Neural Networks: Tricks of the Trade

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 7700))

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Preface

Identifying dynamical systems from data is a promising approach to data forecasting and optimal control. Data forecasting is an essential component of rational decision making in quantitative finance, marketing and planning. Optimal control systems, that is, systems that can sense the environment and react appropriately, enable the design of cost efficient gas turbines, smart grids and human-machine interfaces.

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References

  1. Duell, S., Udluft, S., Sterzing, V.: Solving Partially Observable Reinforcement Learning Problems with Recurrent Neural Networks. In: Montavon, G., Orr, G.B., Müller, K.-R. (eds.) NN: Tricks of the Trade, 2nd edn. LNCS, vol. 7700, pp. 687–707. Springer, Heidelberg (2012)

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  4. Riedmiller, M.: 10 Steps and Some Tricks to Set Up Neural Reinforcement Controllers. In: Montavon, G., Orr, G.B., Müller, K.-R. (eds.) NN: Tricks of the Trade, 2nd edn. LNCS, vol. 7700, pp. 735–757. Springer, Heidelberg (2012)

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Montavon, G., Müller, KR. (2012). Identifying Dynamical Systems for Forecasting and Control. 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_35

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  • DOI: https://doi.org/10.1007/978-3-642-35289-8_35

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-35288-1

  • Online ISBN: 978-3-642-35289-8

  • eBook Packages: Computer ScienceComputer Science (R0)

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