Széliga, M.I.; Verdes, P.F.; Granitto, P.M.; Ceccatto, H.A. - In: Physica A: Statistical Mechanics and its Applications 327 (2003) 1, pp. 190-194
We incorporate the use of validation data to cope with noisy records in a neural network-based method for modelling the dynamics of slowly changing nonstationary systems. As a byproduct, we obtain a precise criterion to find the optimal value of a required internal hyperparameter. Testing these...