An investigation of model selection criteria for neural network time series forecasting

DOI10.1016/S0377-2217(00)00171-5zbMath1055.62552OpenAlexW2003457432MaRDI QIDQ5939595

Min Qi, Guoqiang Peter Zhang

Publication date: 2001

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(00)00171-5

zbMATH Keywords

Neural networksAkaike's information criterion (AIC)Bayesian information criterion (BIC)Model selection criteriaTime series forecasting

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of mathematical programming (90C90) Neural nets and related approaches to inference from stochastic processes (62M45)

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