Pages that link to "Item:Q1918582"
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The following pages link to Time series forecasting by combining RBF networks, certainty factors, and the Box-Jenkins model (Q1918582):
Displayed 11 items.
- Hybridization of intelligent techniques and ARIMA models for time series prediction (Q835085) (← links)
- Time series forecasting with a nonlinear model and the scatter search meta-heuristic (Q942313) (← links)
- Stacked heterogeneous neural networks for time series forecasting (Q980586) (← links)
- Exchange rate forecasting using ensemble modeling for better policy implications (Q2046053) (← links)
- Studies of wave interaction of high-order Korteweg-de Vries equation by means of the homotopy strategy and neural network prediction (Q2235686) (← links)
- An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring (Q2378444) (← links)
- Neural network-based mean-variance-skewness model for portfolio selection (Q2384581) (← links)
- A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates (Q2387270) (← links)
- Comparison of ARIMA, neural networks and hybrid models in time series: tourist arrival forecasting (Q3432728) (← links)
- Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model (Q5068083) (← links)
- Forecasting warranty performance in the presence of the ‘maturing data’ phenomenon (Q5704613) (← links)