Forecasting and recombining time-series components by using neural networks.
James V. HansenRay D. NelsonPublished in: J. Oper. Res. Soc. (2003)
Keyphrases
- neural network
- forecasting accuracy
- chaotic time series
- weather forecasting
- neural network model
- short term prediction
- mackey glass
- short term
- financial time series
- pattern recognition
- arma model
- bp neural network
- artificial neural networks
- phase space reconstruction
- exponential smoothing
- demand forecasting
- support vector regression
- radial basis function
- stock market
- back propagation
- fuzzy logic
- neural nets
- building blocks
- backpropagation neural networks
- grey model
- genetic algorithm
- data mining tasks
- subsequence matching
- recurrent neural networks
- medium term
- expert systems
- reinforcement learning
- box jenkins