Feedforward Neural Nets as Models for Time Series Forecasting

DOI10.1287/IJOC.5.4.374zbMATH Open0789.62073OpenAlexW2050099778MaRDI QIDQ4282269FDOQ4282269

Authors: Zaiyong Tang, Paul A. Fishwick 

Publication date: 24 March 1994

Published in: ORSA Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.5.4.374

zbMATH Keywords

time series forecastinglong memoryneural networksshort memoryBox-Jenkins method

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Inference from stochastic processes and prediction (62M20)

Cited In (14)

• Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures
• Detecting business cycle asymmetries using artificial neural networks and time series models
• Mining the customer credit using classification and regression tree and multivariate adaptive regression splines
• An investigation of neural networks for linear time-series forecasting
• DCA-based real-time residual useful life prediction for critical faulty component
• A simulation study of artificial neural networks for nonlinear time-series forecasting
• Integrating spectral clustering with wavelet based kernel partial least square regressions for financial modeling and forecasting
• Meta fuzzy functions based feed-forward neural networks with a single hidden layer for forecasting
• Hybridization of intelligent techniques and ARIMA models for time series prediction
• Using neural networks and cognitive mapping in scenario analysis: the case of Turkey's inflation dynamics
• Neural network forecasting for seasonal and trend time series
• A novel wavelet artificial neural networks method to predict non-stationary time series
• Neural network forecasting of an opening cash price index
• A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates

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