Multiple neural networks for a long term time series forecast.
Hanh H. NguyenChristine W. ChanPublished in: Neural Comput. Appl. (2004)
Keyphrases
- long term
- short term
- chaotic time series
- stock market
- arima model
- box jenkins
- exponential smoothing
- mackey glass
- forecasting accuracy
- dynamic time warping
- forecasting model
- financial time series
- load forecasting
- multivariate time series
- wind power
- short and long term
- phase space reconstruction
- medium term
- autoregressive integrated moving average
- early warning
- stock price
- demand forecasting
- sequential data
- neural network model
- abnormal patterns
- information retrieval
- data mining
- neural network
- multidimensional time series
- data sets