- Book Chapter
15
- 10.4018/978-1-59904-897-0.ch007
Ultra High Frequency Trigonometric Higher Order Neural Networks for Time Series Data Analysis
- Jan 01, 2009
- Ming Zhang
This chapter develops a new nonlinear model, Ultra high frequency Trigonometric Higher Order Neural Networks (UTHONN), for time series data analysis. Results show that UTHONN models are 3 to 12% better than Equilibrium Real Exchange Rates (ERER) model, and 4 – 9% better than other Polynomial Higher Order Neural Network (PHONN) and Trigonometric Higher Order Neural Network (THONN) models. This study also uses UTHONN models to simulate foreign exchange rates and consumer price index with error approaching 0.0000%.
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