Pages that link to "Item:Q65788"

The following pages link to Time series forecasting using a hybrid ARIMA and neural network model (Q65788):

Displaying 26 items.

• On the Automatic Identification of Unobserved Components Models (Q5048329) (← links)
• Applying Diebold–Mariano Test for Performance Evaluation Between Individual and Hybrid Time-Series Models for Modeling Bivariate Time-Series Data and Forecasting the Unemployment Rate in the USA (Q5048393) (← links)
• Evaluation performance of time series methods in demand forecasting: Box-Jenkins vs artificial neural network (Case study: Automotive Parts industry) (Q5055262) (← links)
• A novel hybrid ARIMA and regression tree model for the interval-valued time series (Q5065267) (← links)
• A comparison of GSTAR-SUR models and a hybrid GSTAR-SUR/neural network model on residuals of precipitation forecasting (Q5082739) (← links)
• A comparative study of series arima/mlp hybrid models for stock price forecasting (Q5087537) (← links)
• A novel auto-regressive fractionally integrated moving average–least-squares support vector machine model for electricity spot prices prediction (Q5128611) (← links)
• Multivariate time series prediction using a hybridization of VARMA models and Bayesian networks (Q5138225) (← links)
• Employee turnover forecasting for human resource management based on time series analysis (Q5138635) (← links)
• Applications of Recurrent Neural Networks in Environmental Factor Forecasting: A Review (Q5157262) (← links)
• Forecasting Study of Shanghai’s and Shenzhen’s Stock Markets Using a Hybrid Forecast Method (Q5259151) (← links)
• Short-Term Solar Irradiance Forecasting Using Neural Network and Genetic Algorithm (Q5377313) (← links)
• Time Series Forecasting Using Range Regression Automata (Q5877216) (← links)
• Epicasting: an ensemble wavelet neural network for forecasting epidemics (Q6057959) (← links)
• Learning model predictive control with long short‐term memory networks (Q6060780) (← links)
• Time series modeling and forecasting by mathematical programming (Q6109289) (← links)
• A quantum artificial neural network for stock closing price prediction (Q6118908) (← links)
• System identification using autoregressive Bayesian neural networks with nonparametric noise models (Q6135347) (← links)
• Forecasting of symmetric \(\alpha\)-stable autoregressive models by time series approach supported by artificial neural networks (Q6157935) (← links)
• Appraisal of excess Kurtosis through outlier-modified GARCH-type models (Q6171876) (← links)
• Forecasting performance of machine learning, time series, and hybrid methods for low- and high-frequency time series (Q6555343) (← links)
• Predictive accuracy of time series models applied to economic data: the European countries retail trade (Q6579849) (← links)
• Deep-learning model using hybrid adaptive trend estimated series for modelling and forecasting sales (Q6589081) (← links)
• Forecasting multidimensional autoregressive time series model with symmetric \(\alpha\)-stable noise using artificial neural networks (Q6596725) (← links)
• Labor market forecasting in unprecedented times: a machine learning approach (Q6646097) (← links)
• Green behavior propagation analysis based on statistical theory and intelligent algorithm in data-driven environment (Q6659155) (← links)