Forecasting time series with optimal neural networks using multi-objective optimization algorithm based on AICc

DOI10.1007/S11704-018-8095-8MaRDI QIDQ1712082zbMATH OpenOpenAlexWikidataFDO

Authors Muzhou Hou, Yunlei Yang, Taohua Liu, Wenping Peng

Publication date 21 January 2019

Published in Frontiers of Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11704-018-8095-8

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05) Multi-objective and goal programming (90C29)

Cites work

• A note on influence diagnostics in AR(1) time series models
• Further analysis of the data by Akaike's information criterion and the finite corrections
• Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series

Cited in

(2)

• A neural network-based algorithm for pricing European barrier options
• Neural network algorithm based on Legendre improved extreme learning machine for solving elliptic partial differential equations

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