Adjusting for Autocorrelated Errors in Neural Networks for Time Series Regression and Forecasting.
Fan-Keng SunChristopher I. LangDuane S. BoningPublished in: CoRR (2021)
Keyphrases
- neural network
- forecasting accuracy
- chaotic time series
- support vector regression
- mackey glass
- weather forecasting
- neural network model
- short term prediction
- financial time series
- bp neural network
- generalized regression neural network
- exponential smoothing
- artificial neural networks
- phase space reconstruction
- short term
- multi variate
- regression model
- back propagation
- box jenkins
- recurrent neural networks
- fuzzy logic
- demand forecasting
- forecasting model
- rbf network
- pattern recognition
- arma model
- model selection
- backpropagation neural networks
- linear regression
- radial basis function
- hybrid model
- genetic algorithm
- arima model
- phase space
- classification and regression trees
- multilayer perceptron
- fault diagnosis
- stock market
- financial forecasting
- back propagation neural network
- exchange rate
- function approximation
- extreme values
- prediction model
- self organizing maps
- neural nets
- radial basis function network
- long term
- regression analysis
- artificial neural network models
- support vector