Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/140436
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dc.titleIndicating when autocorrelated time series shifted using neural networks
dc.contributor.authorHwarng, H. Brian
dc.date.accessioned2018-04-19T05:48:29Z
dc.date.available2018-04-19T05:48:29Z
dc.date.issued2002-07
dc.identifier.citationHwarng, H. Brian (2002-07). Indicating when autocorrelated time series shifted using neural networks. Research Paper Series (National University of Singapore. Faculty of Business Administration); 2002-024 : 1-27. ScholarBank@NUS Repository.
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/140436
dc.relation.ispartofseriesResearch Paper Series; 2002-024
dc.typeWorking Paper/Technical Report
dc.contributor.departmentDECISION SCIENCES
dc.description.sourcetitleResearch Paper Series (National University of Singapore. Faculty of Business Administration); 2002-024
dc.description.page1-27
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