Building neural network forecasting models from time series ARIMA models: A procedure and a comparative analysis.
María-Dolores Cubiles-de-la-VegaRafael Pino-MejíasAntonio Pascual-AcostaJoaquín Muñoz-GarcíaPublished in: Intell. Data Anal. (2002)
Keyphrases
- neural network
- moving average
- autoregressive
- artificial neural networks
- neural network model
- probabilistic model
- experimental data
- hybrid model
- statistical models
- model selection
- short term
- statistical model
- complex systems
- non stationary
- computational models
- neural nets
- parameter estimation
- symbolic representation
- feed forward neural networks
- similarity measure