Artificial Neural Network and Monte Carlo Simulation in a Hybrid Method for Time Series Forecasting with Generation of L-Scenarios.
Juan Pablo BermeoHilda CastilloXavier ArmijosJuan Diego JaraFelipe SanchezHenry BermeoPublished in: UIC/ATC/ScalCom/CBDCom/IoP/SmartWorld (2016)
Keyphrases
- hybrid method
- monte carlo simulation
- artificial neural networks
- monte carlo
- markov chain
- neural network
- hybrid algorithm
- back propagation
- genetic algorithm
- bp neural network
- support vector machine
- additive model
- computational intelligence
- learning algorithm
- optimization algorithm
- state space
- clustering algorithm
- evolutionary methods
- network reliability
- allocation policy
- considerable increase