Setting forecasting model parameters using unconstrained direct search methods: An empirical evaluation.
Roberto PintoPaolo GaiardelliPublished in: Expert Syst. Appl. (2013)
Keyphrases
- search methods
- forecasting model
- search algorithm
- short term
- metaheuristic
- unconstrained optimization
- parameter estimation
- maximum likelihood
- rainfall runoff
- neural network
- stock index futures
- parameter settings
- expectation maximization
- long term
- evolutionary algorithm
- artificial neural networks
- optimal solution
- objective function