Forecasting Based on Short Time Series Using ANNs and Grey Theory - Some Basic Comparisons.
Jelena MilojkovicVanco B. LitovskiOctavio Nieto-TaladrizSlobodan BojanicPublished in: IWANN (1) (2011)
Keyphrases
- grey theory
- artificial neural networks
- grey prediction
- exponential smoothing
- non stationary
- financial time series
- moving average
- weather forecasting
- stock market
- feed forward
- neural nets
- neural network
- evolutionary algorithm
- back propagation
- genetic algorithm ga
- multivariate time series
- forecasting accuracy
- arma model