Forecasting Seasonal Time Series with Neural Networks: A Sensitivity Analysis of Architecture Parameters.
Sven F. CroneRohit DhawanPublished in: IJCNN (2007)
Keyphrases
- sensitivity analysis
- neural network
- short term
- managerial insights
- weather forecasting
- financial time series
- variational inequalities
- network architecture
- short term prediction
- multi layer
- influence diagrams
- phase space reconstruction
- fuzzy logic
- neural network model
- artificial neural networks
- mackey glass
- decision variables
- forecasting accuracy
- support vector regression
- non stationary
- arma model
- chaotic time series
- dynamic time warping
- rbfnn
- computational complexity
- genetic algorithm
- multivariate time series
- prediction model
- convex hull
- long term