Forecasting nonlinear time series with a hybrid methodology

DOI10.1016/j.aml.2009.02.006zbMath1173.62323MaRDI QIDQ1033045

Cagdas Hakan Aladag, Cem Kadilar, Erol Eğrioğlu

Publication date: 6 November 2009

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11655/19544

zbMATH Keywords

recurrent neural networks; ARIMA; time series forecasting; hybrid method; Canadian lynx data

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M45: Neural nets and related approaches to inference from stochastic processes

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Cites Work

• Time series forecasting using a hybrid ARIMA and neural network model
• A simulation study of artificial neural networks for nonlinear time-series forecasting
• Unnamed Item