Summary
We give an overview of the statistical physics of neural networks generating and analysing time series. Storage capacity, bit and sequence generation, prediction error, antipredictable sequences, interacting perceptrons and application to the minority game are discussed. Finally, as a demonstration, a perceptron predicts bit sequences produced by human beings.
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Kinzel, W. (2002). Predicting and Generating Time Series by Neural Networks: An Investigation Using Statistical Physics. In: Computational Statistical Physics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-04804-7_6
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DOI: https://doi.org/10.1007/978-3-662-04804-7_6
Publisher Name: Springer, Berlin, Heidelberg
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