{"id":"https://openalex.org/W2009225465","doi":"https://doi.org/10.1142/s0129065795000251","title":"NONLINEAR GATED EXPERTS FOR TIME SERIES: DISCOVERING REGIMES AND AVOIDING OVERFITTING","display_name":"NONLINEAR GATED EXPERTS FOR TIME SERIES: DISCOVERING REGIMES AND AVOIDING OVERFITTING","publication_year":1995,"publication_date":"1995-12-01","ids":{"openalex":"https://openalex.org/W2009225465","doi":"https://doi.org/10.1142/s0129065795000251","mag":"2009225465","pmid":"https://pubmed.ncbi.nlm.nih.gov/8963468"},"language":"en","primary_location":{"id":"doi:10.1142/s0129065795000251","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0129065795000251","pdf_url":null,"source":{"id":"https://openalex.org/S197665576","display_name":"International Journal of Neural Systems","issn_l":"0129-0657","issn":["0129-0657","1793-6462"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Neural Systems","raw_type":"journal-article"},"type":"review","indexed_in":["crossref","pubmed"],"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/A5037027451","display_name":"Andreas S. Weigend","orcid":null},"institutions":[{"id":"https://openalex.org/I188538660","display_name":"University of Colorado Boulder","ror":"https://ror.org/02ttsq026","country_code":"US","type":"education","lineage":["https://openalex.org/I188538660"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"ANDREAS S. WEIGEND","raw_affiliation_strings":["Department of Computer Science and Institute of Cognitive Science, University of Colorado, Boulder, CO 80309\u20130430, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Institute of Cognitive Science, University of Colorado, Boulder, CO 80309\u20130430, USA","institution_ids":["https://openalex.org/I188538660"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5034697967","display_name":"Morgan Mangeas","orcid":"https://orcid.org/0000-0003-4146-3784"},"institutions":[{"id":"https://openalex.org/I188538660","display_name":"University of Colorado Boulder","ror":"https://ror.org/02ttsq026","country_code":"US","type":"education","lineage":["https://openalex.org/I188538660"]},{"id":"https://openalex.org/I4210143116","display_name":"\u00c9lectricit\u00e9 de France (France)","ror":"https://ror.org/03wb8xz10","country_code":"FR","type":"company","lineage":["https://openalex.org/I4210143116"]}],"countries":["FR","US"],"is_corresponding":false,"raw_author_name":"MORGAN MANGEAS","raw_affiliation_strings":["Department of Computer Science, University of Colorado, Boulder, CO 80309\u20130430, USA","Electricit\u00e9 de France, Direction des Etudes et Recherches, 1, av. du g\u00e9n\u00e9ral de Gaulle, 92141 Clamart, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science, University of Colorado, Boulder, CO 80309\u20130430, USA","institution_ids":["https://openalex.org/I188538660"]},{"raw_affiliation_string":"Electricit\u00e9 de France, Direction des Etudes et Recherches, 1, av. du g\u00e9n\u00e9ral de Gaulle, 92141 Clamart, France","institution_ids":["https://openalex.org/I4210143116"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5049627979","display_name":"Ashok N. Srivastava","orcid":"https://orcid.org/0009-0006-4028-6965"},"institutions":[{"id":"https://openalex.org/I188538660","display_name":"University of Colorado Boulder","ror":"https://ror.org/02ttsq026","country_code":"US","type":"education","lineage":["https://openalex.org/I188538660"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"ASHOK N. SRIVASTAVA","raw_affiliation_strings":["Department of Electrical and Computer Engineering and Center for Space Construction, University of Colorado, Boulder, CO 80309\u20130529, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Electrical and Computer Engineering and Center for Space Construction, University of Colorado, Boulder, CO 80309\u20130529, USA","institution_ids":["https://openalex.org/I188538660"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":10.8706,"has_fulltext":false,"cited_by_count":255,"citation_normalized_percentile":{"value":0.98724083,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":100},"biblio":{"volume":"06","issue":"04","first_page":"373","last_page":"399"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9894000291824341,"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/T11918","display_name":"Forecasting Techniques and Applications","score":0.9894000291824341,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9803000092506409,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11674","display_name":"Sports Analytics and Performance","score":0.9502000212669373,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/overfitting","display_name":"Overfitting","score":0.9688786268234253},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.6915062665939331},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.6853979825973511},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5905571579933167},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.44078871607780457},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.4247540235519409},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.35558801889419556},{"id":"https://openalex.org/keywords/pattern-recognition","display_name":"Pattern recognition (psychology)","score":0.34860509634017944},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.09674903750419617},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.08291193842887878},{"id":"https://openalex.org/keywords/biology","display_name":"Biology","score":0.07860887050628662}],"concepts":[{"id":"https://openalex.org/C22019652","wikidata":"https://www.wikidata.org/wiki/Q331309","display_name":"Overfitting","level":3,"score":0.9688786268234253},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.6915062665939331},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.6853979825973511},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5905571579933167},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.44078871607780457},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.4247540235519409},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.35558801889419556},{"id":"https://openalex.org/C153180895","wikidata":"https://www.wikidata.org/wiki/Q7148389","display_name":"Pattern recognition (psychology)","level":2,"score":0.34860509634017944},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.09674903750419617},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.08291193842887878},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.07860887050628662},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[{"descriptor_ui":"D003201","descriptor_name":"Computers","qualifier_ui":null,"qualifier_name":null,"is_major_topic":false},{"descriptor_ui":"D003201","descriptor_name":"Computers","qualifier_ui":null,"qualifier_name":null,"is_major_topic":false},{"descriptor_ui":"D003201","descriptor_name":"Computers","qualifier_ui":null,"qualifier_name":null,"is_major_topic":false},{"descriptor_ui":"D008962","descriptor_name":"Models, Theoretical","qualifier_ui":null,"qualifier_name":null,"is_major_topic":false},{"descriptor_ui":"D008962","descriptor_name":"Models, Theoretical","qualifier_ui":null,"qualifier_name":null,"is_major_topic":false},{"descriptor_ui":"D008962","descriptor_name":"Models, Theoretical","qualifier_ui":null,"qualifier_name":null,"is_major_topic":false},{"descriptor_ui":"D016571","descriptor_name":"Neural Networks, Computer","qualifier_ui":null,"qualifier_name":null,"is_major_topic":true},{"descriptor_ui":"D016571","descriptor_name":"Neural Networks, Computer","qualifier_ui":null,"qualifier_name":null,"is_major_topic":true},{"descriptor_ui":"D016571","descriptor_name":"Neural Networks, Computer","qualifier_ui":null,"qualifier_name":null,"is_major_topic":true},{"descriptor_ui":"D017711","descriptor_name":"Nonlinear Dynamics","qualifier_ui":null,"qualifier_name":null,"is_major_topic":true},{"descriptor_ui":"D017711","descriptor_name":"Nonlinear Dynamics","qualifier_ui":null,"qualifier_name":null,"is_major_topic":true},{"descriptor_ui":"D017711","descriptor_name":"Nonlinear Dynamics","qualifier_ui":null,"qualifier_name":null,"is_major_topic":true}],"locations_count":4,"locations":[{"id":"doi:10.1142/s0129065795000251","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0129065795000251","pdf_url":null,"source":{"id":"https://openalex.org/S197665576","display_name":"International Journal of Neural Systems","issn_l":"0129-0657","issn":["0129-0657","1793-6462"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Neural Systems","raw_type":"journal-article"},{"id":"pmid:8963468","is_oa":false,"landing_page_url":"https://pubmed.ncbi.nlm.nih.gov/8963468","pdf_url":null,"source":{"id":"https://openalex.org/S4306525036","display_name":"PubMed","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International journal of neural systems","raw_type":null},{"id":"pmh:hdl:10068/40599","is_oa":false,"landing_page_url":"http://hdl.handle.net/10068/40599","pdf_url":null,"source":{"id":"https://openalex.org/S4377196900","display_name":"OpenGrey (Institut de l'Information Scientifique et Technique)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1295345811","host_organization_name":"Institut de l'Information Scientifique et Technique","host_organization_lineage":["https://openalex.org/I1295345811"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"R - Report"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.27.993","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.27.993","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.lce.hut.fi/~jlampine/papers/Weigend_IJNS95.ps.gz","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.4099999964237213,"id":"https://metadata.un.org/sdg/16","display_name":"Peace, Justice and strong institutions"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":34,"referenced_works":["https://openalex.org/W94523489","https://openalex.org/W1528905581","https://openalex.org/W1573546415","https://openalex.org/W1576326745","https://openalex.org/W1606326889","https://openalex.org/W1709719830","https://openalex.org/W1944524590","https://openalex.org/W1981367467","https://openalex.org/W1995930498","https://openalex.org/W1999642580","https://openalex.org/W2006430387","https://openalex.org/W2009588932","https://openalex.org/W2011277999","https://openalex.org/W2022852240","https://openalex.org/W2025653905","https://openalex.org/W2025887562","https://openalex.org/W2049633694","https://openalex.org/W2052441401","https://openalex.org/W2095539364","https://openalex.org/W2102201073","https://openalex.org/W2106644119","https://openalex.org/W2113021507","https://openalex.org/W2125838338","https://openalex.org/W2141899961","https://openalex.org/W2143956139","https://openalex.org/W2161523118","https://openalex.org/W2263098707","https://openalex.org/W2727300753","https://openalex.org/W2797066837","https://openalex.org/W2896916590","https://openalex.org/W2981264952","https://openalex.org/W3123887400","https://openalex.org/W3125890304","https://openalex.org/W3146166473"],"related_works":["https://openalex.org/W4362597605","https://openalex.org/W1574414179","https://openalex.org/W3009056573","https://openalex.org/W2922073769","https://openalex.org/W4297676672","https://openalex.org/W4281702477","https://openalex.org/W4378510483","https://openalex.org/W2989932438","https://openalex.org/W4387297750","https://openalex.org/W2186333919"],"abstract_inverted_index":{"In":[0,142],"the":[1,10,17,55,66,78,84,90,93,102,113,118,123,126,130,147,159,164,170,199,216,237,242,246,249,258,268,284,292,302,306,309,313],"analysis":[2],"and":[3,23,44,58,168,214,270],"prediction":[4],"of":[5,9,19,39,80,125,172,208,220,245,305,312],"real-world":[6,223],"systems,":[7],"two":[8,191],"key":[11],"problems":[12,34],"are":[13,255],"nonstationarity":[14],"(often":[15],"in":[16,69,211],"form":[18],"switching":[20,189],"between":[21,190],"regimes)":[22],"overfitting":[24,275],"(particularly":[25],"serious":[26],"for":[27,257],"noisy":[28],"processes).":[29],"This":[30,86,104,156,296],"article":[31,87,157],"addresses":[32],"these":[33],"using":[35],"gated":[36,144,173],"experts,":[37],"consisting":[38],"a":[40,183,195,209,222],"(nonlinear)":[41],"gating":[42,73,94,127,238],"network,":[43],"several":[45,140,229],"(also":[46],"nonlinear)":[47],"competing":[48],"experts.":[49],"Each":[50],"expert":[51,60,254],"learns":[52,75],"to":[53,64,76,108,137,152,175,266,277,287,291,308],"predict":[54,77],"conditional":[56],"mean,":[57],"each":[59,81,253],"adapts":[61],"its":[62,70,97],"width":[63],"match":[65,288],"noise":[67,294],"level":[68],"regime.":[71],"The":[72,232],"network":[74,95,128,239],"probability":[79],"expert,":[82],"given":[83],"input.":[85],"focuses":[88],"on":[89,99,117,122,178,228],"case":[91],"where":[92,112],"bases":[96],"decision":[98,114],"information":[100],"from":[101,198],"inputs.":[103],"can":[105,263,297],"be":[106,264,298],"contrasted":[107],"hidden":[109],"Markov":[110],"models":[111],"is":[115,273],"based":[116],"previous":[119,131],"state(s)":[120],"(i.e.":[121],"output":[124],"at":[129],"time":[132,180,196,230],"step),":[133],"as":[134,136,300],"well":[135],"averaging":[138],"over":[139],"predictors.":[141],"contrast,":[143],"experts":[145,174,285],"soft-partition":[146],"input":[148],"space,":[149],"only":[150],"learning":[151],"model":[153,307],"their":[154,289],"region.":[155],"discusses":[158],"underlying":[160],"statistical":[161],"assumptions,":[162],"derives":[163],"weight":[165],"update":[166],"rules,":[167],"compares":[169],"performance":[171],"standard":[176],"methods":[177],"three":[179],"series:":[181],"(1)":[182,236],"computer-generated":[184],"series,":[185],"obtained":[186],"by":[187],"randomly":[188],"nonlinear":[192],"processes;":[193],"(2)":[194,248],"series":[197],"Santa":[200],"Fe":[201],"Time":[202],"Series":[203],"Competition":[204],"(the":[205],"light":[206],"intensity":[207],"laser":[210],"chaotic":[212],"state);":[213],"(3)":[215,271],"daily":[217],"electricity":[218],"demand":[219],"France,":[221],"multivariate":[224],"problem":[225],"with":[226,252],"structure":[227],"scales.":[231],"main":[233],"results":[234],"are:":[235],"correctly":[240],"discovers":[241],"different":[243],"regimes":[244],"process;":[247],"widths":[250],"associated":[251],"important":[256],"segmentation":[259],"task":[260],"(and":[261],"they":[262],"used":[265],"characterize":[267],"sub-processes);":[269],"there":[272],"less":[274],"compared":[276],"single":[278],"networks":[279],"(homogeneous":[280],"multilayer":[281],"perceptrons),":[282],"since":[283],"learn":[286],"variances":[290],"(local)":[293],"levels.":[295],"viewed":[299],"matching":[301],"local":[303,310],"complexity":[304,311],"data.":[314]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":7},{"year":2019,"cited_by_count":15},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":7},{"year":2015,"cited_by_count":7},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":7},{"year":2012,"cited_by_count":15}],"updated_date":"2026-07-02T09:51:11.867554","created_date":"2025-10-10T00:00:00"}