Weighted Cross-Validation Evolving Artificial Neural Networks to Forecast Time Series.
Juan Peralta DonatePaulo CortezGermán Gutiérrez SánchezAraceli Sanchis de MiguelPublished in: SOCO (2011)
Keyphrases
- cross validation
- artificial neural networks
- forecasting accuracy
- model selection
- box jenkins
- neural network model
- variable selection
- hyperparameters
- neural network
- exponential smoothing
- chaotic time series
- training set
- support vector
- hybrid model
- bp neural network
- cross validated
- back propagation
- generalization error
- error estimates
- forecasting model
- short term
- regularization parameter
- genetic algorithm
- genetic algorithm ga
- ls svm
- nearest neighbor classifiers
- input variables
- unseen data
- multi layer perceptron
- dynamic time warping
- data sets
- radial basis function
- distance measure
- sample size