An investigation of neural networks for linear time-series forecasting
From MaRDI portal
Publication:5945323
DOI10.1016/S0305-0548(00)00033-2zbMath0980.91065MaRDI QIDQ5945323
Publication date: 2001
Published in: Computers \& Operations Research (Search for Journal in Brave)
Economic time series analysis (91B84) Learning and adaptive systems in artificial intelligence (68T05)
Related Items
Variable selection in time series forecasting using random forests ⋮ Stability of impulsive neural networks with time delays ⋮ Comparison of ARIMA, neural networks and hybrid models in time series: tourist arrival forecasting
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Model-free forecasting for nonlinear time series (with application to exchange rates)
- An experimental evaluation of neural networks for classification
- Optimization of neural networks: A comparative analysis of the genetic algorithm and simulated annealing
- Long memory relationships and the aggregation of dynamic models
- Identification environment and robust forecasting for nonlinear time series
- The effect of sample size and variability of data on the comparative performance of artificial neural networks and regression.
- Multilayer feedforward networks are universal approximators
- Generalized autoregressive conditional heteroscedasticity
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Feedforward Neural Nets as Models for Time Series Forecasting
- A GRG2-Based System for Training Neural Networks: Design and Computational Experience
- A Neural Net Model for Prediction
- Neural Network Models for Time Series Forecasts
- Approximation by superpositions of a sigmoidal function
This page was built for publication: An investigation of neural networks for linear time-series forecasting