A new model selection strategy in artificial neural networks

DOI10.1016/J.AMC.2007.05.005zbMATH Open1196.62125OpenAlexW2050263393MaRDI QIDQ2470168FDOQ2470168

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

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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)

Cites Work

• Estimating the dimension of a model
• A new look at the statistical model identification
• Title not available (Why is that?)
• An investigation of model selection criteria for neural network time series forecasting
• The Box--Jenkins analysis and neural networks: Prediction and time series modelling

Cited In (8)

• Threshold single multiplicative neuron artificial neural networks for non-linear time series forecasting
• A general approach based on autocorrelation to determine input variables of neural networks for time series forecasting
• Evaluating modified generalized information criterion in presence of multicollinearity
• Modeling brain wave data by using artificial neural networks
• A high order fuzzy time series forecasting model based on adaptive expectation and artificial neural networks
• A new architecture selection strategy in solving seasonal autoregressive time series by artificial neural networks
• Title not available (Why is that?)
• Improving weighted information criterion by using optimization

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