{"id":"https://openalex.org/W2138026596","doi":"https://doi.org/10.1016/j.neucom.2004.04.002","title":"Artificial neural networks for non-stationary time series","display_name":"Artificial neural networks for non-stationary time series","publication_year":2004,"publication_date":"2004-06-22","ids":{"openalex":"https://openalex.org/W2138026596","doi":"https://doi.org/10.1016/j.neucom.2004.04.002","mag":"2138026596"},"language":"en","primary_location":{"id":"doi:10.1016/j.neucom.2004.04.002","doi":"https://doi.org/10.1016/j.neucom.2004.04.002","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.neucom.2004.04.002","pdf_url":null,"source":{"id":"https://openalex.org/S45693802","display_name":"Neurocomputing","issn_l":"0925-2312","issn":["0925-2312","1872-8286"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","ccf-c","cwts-core","dongbi-b","doyens","jufo-2","ki-jl-2","norway-2","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Neurocomputing","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100608862","display_name":"Tae Yoon Kim","orcid":"https://orcid.org/0000-0002-9869-8632","observed_orcids":["https://orcid.org/0000-0002-9869-8632"]},"institutions":[{"id":"https://openalex.org/I52010207","display_name":"Keimyung University","ror":"https://ror.org/00tjv0s33","country_code":"KR","type":"education","lineage":["https://openalex.org/I52010207"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Tae Yoon Kim","raw_affiliation_strings":["Department of Statistics, Keimyung University, Daegu, South Korea","Department of Statistics, Keimyung University, Daegu, South Korea#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, Keimyung University, Daegu, South Korea","institution_ids":["https://openalex.org/I52010207"]},{"raw_affiliation_string":"Department of Statistics, Keimyung University, Daegu, South Korea#TAB#","institution_ids":["https://openalex.org/I52010207"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5018753326","display_name":"Kyong Joo Oh","orcid":"https://orcid.org/0000-0002-6140-5592","observed_orcids":["https://orcid.org/0000-0002-6140-5592"]},"institutions":[{"id":"https://openalex.org/I24214720","display_name":"Hansung University","ror":"https://ror.org/048m9x696","country_code":"KR","type":"education","lineage":["https://openalex.org/I24214720"]}],"countries":["KR"],"is_corresponding":true,"raw_author_name":"Kyong Joo Oh","raw_affiliation_strings":["Division of Business Administration, Hansung University, Seoul, South Korea","Division of Business Administration, Hansung University, Seoul, South Korea#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Division of Business Administration, Hansung University, Seoul, South Korea","institution_ids":["https://openalex.org/I24214720"]},{"raw_affiliation_string":"Division of Business Administration, Hansung University, Seoul, South Korea#TAB#","institution_ids":["https://openalex.org/I24214720"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5018939520","display_name":"Chiho Kim","orcid":"https://orcid.org/0000-0002-1814-4980","observed_orcids":["https://orcid.org/0000-0002-1814-4980"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Chiho Kim","raw_affiliation_strings":["Korea Deposit Insurance Corporation, Seoul, South Korea","Korea Deposit Insurance Corporation, Seoul, South Korea#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Korea Deposit Insurance Corporation, Seoul, South Korea","institution_ids":[]},{"raw_affiliation_string":"Korea Deposit Insurance Corporation, Seoul, South Korea#TAB#","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5027059840","display_name":"Jong Doo","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I52010207","display_name":"Keimyung University","ror":"https://ror.org/00tjv0s33","country_code":"KR","type":"education","lineage":["https://openalex.org/I52010207"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Jong Doo Do","raw_affiliation_strings":["Department of Statistics, Keimyung University, Daegu, South Korea","Department of Statistics, Keimyung University, Daegu, South Korea#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, Keimyung University, Daegu, South Korea","institution_ids":["https://openalex.org/I52010207"]},{"raw_affiliation_string":"Department of Statistics, Keimyung University, Daegu, South Korea#TAB#","institution_ids":["https://openalex.org/I52010207"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5018753326"],"corresponding_institution_ids":["https://openalex.org/I24214720"],"apc_list":{"value":2670,"currency":"USD","value_usd":2670},"apc_paid":null,"fwci":4.2226,"has_fulltext":false,"cited_by_count":94,"citation_normalized_percentile":{"value":0.93446732,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":93,"max":99},"biblio":{"volume":"61","issue":null,"first_page":"439","last_page":"447"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9843999743461609,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9843999743461609,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.012199999764561653,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.0015999999595806003,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/neural-network","display_name":"artificial neural networks","score":0.9750000238418579},{"id":"https://openalex.org/keywords/nonstationary-time-series","display_name":"non-stationary time series","score":0.9990000128746033},{"id":"https://openalex.org/keywords/financial-time-series","display_name":"financial time series","score":0.9660000205039978},{"id":"https://openalex.org/keywords/stationarity-assumption","display_name":"stationarity assumption","score":0.7770000100135803},{"id":"https://openalex.org/keywords/overfitting","display_name":"overfitting","score":0.9160000085830688},{"id":"https://openalex.org/keywords/time-series-forecasting","display_name":"time series forecasting","score":0.890999972820282}],"concepts":[{"id":"https://openalex.org/C22019652","wikidata":"https://www.wikidata.org/wiki/Q331309","display_name":"Overfitting","level":3,"score":0.8321303725242615},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.7579912543296814},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.6823358535766602},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.6261435747146606},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.615242063999176},{"id":"https://openalex.org/C38582570","wikidata":"https://www.wikidata.org/wiki/Q3825182","display_name":"Order of integration (calculus)","level":2,"score":0.5440369248390198},{"id":"https://openalex.org/C204323151","wikidata":"https://www.wikidata.org/wiki/Q905424","display_name":"Range (aeronautics)","level":2,"score":0.5099598169326782},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4222838282585144},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.38518765568733215},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.35594192147254944},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.30882173776626587},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.26836150884628296},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.16102203726768494},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.06945300102233887},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C146978453","wikidata":"https://www.wikidata.org/wiki/Q3798668","display_name":"Aerospace engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/j.neucom.2004.04.002","doi":"https://doi.org/10.1016/j.neucom.2004.04.002","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.neucom.2004.04.002","pdf_url":null,"source":{"id":"https://openalex.org/S45693802","display_name":"Neurocomputing","issn_l":"0925-2312","issn":["0925-2312","1872-8286"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","ccf-c","cwts-core","dongbi-b","doyens","jufo-2","ki-jl-2","norway-2","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Neurocomputing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W1980462675","https://openalex.org/W1995474051","https://openalex.org/W1996863043","https://openalex.org/W2002016471","https://openalex.org/W2042461760","https://openalex.org/W2048345856","https://openalex.org/W2117014758","https://openalex.org/W2143082178","https://openalex.org/W2505159980","https://openalex.org/W3015894552"],"related_works":["https://openalex.org/W2170984326","https://openalex.org/W2113979458","https://openalex.org/W2928116126","https://openalex.org/W2618977921","https://openalex.org/W2164512879","https://openalex.org/W2294174163","https://openalex.org/W3201019863","https://openalex.org/W7008720805","https://openalex.org/W2143213645","https://openalex.org/W4251845712"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":6},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":10},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":5},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":5},{"year":2012,"cited_by_count":5}],"updated_date":"2026-10-12T09:40:04.860316","created_date":"2016-06-24T00:00:00"}
