Explainable Nonlinear Modelling of Multiple Time Series with Invertible Neural Networks
Luis M. López-Ramos, Kevin Roy, Baltasar Beferull‐Lozano
Topics & Concepts
Invertible matrixAutoregressive modelNonlinear systemArtificial neural networkBackpropagationComputer scienceMonotonic functionSeries (stratigraphy)Time seriesAlgorithmInverseApplied mathematicsMathematicsArtificial intelligenceMachine learningMathematical analysisPure mathematicsPaleontologyBiologyQuantum mechanicsPhysicsEconometricsGeometryNeural Networks and ApplicationsStock Market Forecasting MethodsModel Reduction and Neural Networks