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Jayson N. Payla

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Open access Jul 2026

A Comparative Study of Bayesian Regularization Neural Network and Multilayer Perceptron Neural Network in the Hybridization of Self-Exciting Threshold Autoregressive Models

Results show that the SETAR-BRNN hybrid outperforms individual models and other hybrids, and significantly enhances predictive accuracy and model robustness for nonlinear, regime-dependent time series.

Jayson N. Payla, Bernadette F. Tubo · 0 citations

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