A new model selection strategy in artificial neural networks

DOI10.1016/J.AMC.2007.05.005MaRDI QIDQ2470168zbMATH OpenOpenAlexFDO

Authors Erol Egrioglu, C. H. Aladag, Süleyman Günay

Publication date 13 February 2008

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2007.05.005

zbMATH Keywords

artificial neural networkstime series forecastingmodel selection criteriafeed forward neural networks

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)

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Cites work

• scientific article; zbMATH DE number 735099 (Why is no real title available?)
• A new look at the statistical model identification
• An investigation of model selection criteria for neural network time series forecasting
• Estimating the dimension of a model
• The Box--Jenkins analysis and neural networks: Prediction and time series modelling

Cited in

(8)

• Modeling brain wave data by using artificial neural networks
• Evaluating modified generalized information criterion in presence of multicollinearity
• A new architecture selection strategy in solving seasonal autoregressive time series by artificial neural networks
• Threshold single multiplicative neuron artificial neural networks for non-linear time series forecasting
• scientific article; zbMATH DE number 5371275 (Why is no real title available?)
• Improving weighted information criterion by using optimization
• A high order fuzzy time series forecasting model based on adaptive expectation and artificial neural networks
• A general approach based on autocorrelation to determine input variables of neural networks for time series forecasting

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