A comparison of artificial neural network and time series models for forecasting commodity prices.
Nowrouz KohzadiMilton S. BoydBahman KermanshahiIebeling KaastraPublished in: Neurocomputing (1996)
Keyphrases
- artificial neural networks
- box jenkins
- probabilistic model
- neural network
- hybrid model
- autoregressive
- short term
- statistical models
- weather forecasting
- forecasting accuracy
- non stationary
- prediction model
- predictive model
- historical data
- considerable increase
- forecast models
- financial time series
- learning rules
- bp neural network
- recurrent neural networks
- genetic algorithm