An overview is given about the statistical physics of neural networks generating and analysing time series. Storage capacity, bit and sequence generation, prediction error, antipredictable sequences, interacting perceptrons and the application on the minority game are discussed. Finally, as a demonstration a perceptron predicts bit sequences produced by human beings.
CITATION STYLE
Kinzel, W. (2002). Predicting and Generating Time Series by Neural Networks: An Investigation Using Statistical Physics. In Computational Statistical Physics (pp. 97–111). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-662-04804-7_6
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