Model combination in neural-based forecasting

DOI10.1016/J.EJOR.2005.06.057MaRDI QIDQ2497263zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

forecastingneural networksadaptive methodsmodel combinationoptimal decision-making

Mathematics Subject Classification ID

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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• scientific article; zbMATH DE number 3875113 (Why is no real title available?)
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• A Note on Trend Removal Methods: The Case of Polynomial Regression versus Variate Differencing
• Differencing as an approximate de-trending device
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• Recursive estimation in econometrics
• Spurious Periodicity in Inappropriately Detrended Time Series
• Unsupervised and supervised data classification via nonsmooth and global optimization (with comments and rejoinder)

Cited in

(9)

• scientific article; zbMATH DE number 1424453 (Why is no real title available?)
• Time series forecasting with multiple candidate models: selecting or combining?
• Correcting and combining time series forecasters
• A combination selection algorithm on forecasting
• Prediction of index futures returns and the analysis of financial spillovers-A comparison between GARCH and the grey theorem
• Structural combination of seasonal exponential smoothing forecasts applied to load forecasting
• An Alternative Methodology for Combining Different Forecasting Models
• Bayesian optimization based dynamic ensemble for time series forecasting
• Adaptive neural network model for time-series forecasting

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