Neural network forecasting for seasonal and trend time series.
G. Peter ZhangMin QiPublished in: Eur. J. Oper. Res. (2005)
Keyphrases
- short term
- neural network
- chaotic time series
- mackey glass
- short term prediction
- forecasting accuracy
- turning points
- financial time series
- neural network model
- long term
- bp neural network
- arma model
- neural network is trained
- weather forecasting
- autoregressive integrated moving average
- function approximation
- phase space reconstruction
- exponential smoothing
- arima model
- grey model
- stock market
- prediction model
- artificial neural networks
- radial basis function
- recurrent neural networks
- back propagation
- short term load forecasting
- pattern recognition
- load forecasting
- box jenkins
- phase space
- backpropagation neural networks
- fault diagnosis
- demand forecasting
- multivariate time series
- rbf network
- dynamic time warping
- feed forward
- back propagation neural network
- medium term
- forecasting model
- backpropagation neural network
- financial data
- hybrid model
- multi layer
- non stationary
- support vector machine svm
- genetic algorithm