Forecasting nonlinear time series with a hybrid methodology

DOI10.1016/J.AML.2009.02.006zbMATH Open1173.62323OpenAlexW2068773846MaRDI QIDQ1033045FDOQ1033045

C. H. Aladag, Cem Kadilar, Erol Egrioglu

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

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zbMATH Keywords

ARIMAtime series forecastinghybrid methodrecurrent neural networksCanadian lynx data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Neural nets and related approaches to inference from stochastic processes (62M45)

Cites Work

• Time series forecasting using a hybrid ARIMA and neural network model
• Title not available (Why is that?)
• A simulation study of artificial neural networks for nonlinear time-series forecasting

Cited In (17)

• System identification using autoregressive Bayesian neural networks with nonparametric noise models
• QARIMA: a new approach to prediction in queue theory
• Model order determination using the Hankel matrix of impulse responses
• Hybrid regression model for near real-time urban water demand forecasting
• Forecasting stock prices using hybrid non-stationary time series model with ERNN
• Forecasting time series movement direction with hybrid methodology
• Track irregularity time series analysis and trend forecasting
• Hybrid Forecasting with Estimated Temporally Aggregated Linear Processes
• Weighted sequential hybrid approaches for time series forecasting
• Generalized exponential autoregressive models for nonlinear time series: stationarity, estimation and applications
• Forecasting in nonlinear univariate time series using penalized splines
• Maximum likelihood gradient-based iterative estimation algorithm for a class of input nonlinear controlled autoregressive ARMA systems
• A comparative study of series arima/mlp hybrid models for stock price forecasting
• Time series forecasting with a nonlinear model and the scatter search meta-heuristic
• Nonlinear Forecasting Using Factor‐Augmented Models
• Title not available (Why is that?)
• Exploiting the interpretability and forecasting ability of the RBF-AR model for nonlinear time series

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