A review and comparison of strategies for multi-step ahead time series forecasting based on the NN5 forecasting competition.
Souhaib Ben TaiebGianluca BontempiAmir F. AtiyaAntti SorjamaaPublished in: Expert Syst. Appl. (2012)
Keyphrases
- neural network
- artificial neural networks
- arima model
- nearest neighbor
- literature review
- knn
- backpropagation neural network
- back propagation
- search strategies
- prediction model
- forecasting model
- early warning
- data sets
- short term
- fuzzy logic
- neuro fuzzy
- support vector regression
- nearest neighbour
- electronic commerce
- equilibrium strategies
- genetic algorithm
- mackey glass