Model combination in neural-based forecasting
DOI10.1016/J.EJOR.2005.06.057zbMATH Open1120.90342OpenAlexW2063632211MaRDI QIDQ2497263FDOQ2497263
Authors: Paulo S. A. Freitas, António J. L. Rodrigues 
Publication date: 4 August 2006
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10400.13/3565
Recommendations
Learning and adaptive systems in artificial intelligence (68T05) Management decision making, including multiple objectives (90B50) Neural nets and related approaches to inference from stochastic processes (62M45)
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Cited In (9)
- Title not available (Why is that?)
- Time series forecasting with multiple candidate models: selecting or combining?
- Prediction of index futures returns and the analysis of financial spillovers-A comparison between GARCH and the grey theorem
- An Alternative Methodology for Combining Different Forecasting Models
- Adaptive neural network model for time-series forecasting
- Bayesian optimization based dynamic ensemble for time series forecasting
- Correcting and combining time series forecasters
- A combination selection algorithm on forecasting
- Structural combination of seasonal exponential smoothing forecasts applied to load forecasting
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