Time series forecasting with SOM and local non-linear models - Application to the DAX30 index prediction

Reference:

Simon Dablemont, Geoffroy Simon, Amaury Lendasse, Alain Ruttiens, François Blayo, and Michel Verleysen. Time series forecasting with SOM and local non-linear models - application to the DAX30 index prediction. In Proceedings of the Workshop on Self-organizing Maps, pages 340–345, Hibikino, Japan, September 11-14 2003.

Suggested BibTeX entry:

@inproceedings{Dablemont03_26,
    address = {Hibikino, Japan},
    author = {Simon Dablemont and Geoffroy Simon and Amaury Lendasse and Alain Ruttiens and François Blayo and Michel Verleysen},
    booktitle = {Proceedings of the Workshop on Self-organizing Maps},
    month = {September 11-14},
    pages = {340--345},
    title = {Time series forecasting with {SOM} and local non-linear models - Application to the {DAX}30 index prediction},
    year = {2003},
}