메뉴 건너뛰기




Volumn 42, Issue 7, 1996, Pages 1082-1092

Neural network models for time series forecasts

Author keywords

Back Propagation; Neural Networks; Time Series

Indexed keywords


EID: 0000860595     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.42.7.1082     Document Type: Article
Times cited : (371)

References (40)
  • 1
    • 0002006114 scopus 로고
    • Error Measures for Generalizing about Forecasting Methods: Empirical Comparisons
    • Armstrong, J. S. and F. Collopy, "Error Measures for Generalizing about Forecasting Methods: Empirical Comparisons," International J. Forecasting, 8, 1 (1992), 69-80.
    • (1992) International J. Forecasting , vol.8 , Issue.1 , pp. 69-80
    • Armstrong, J.S.1    Collopy, F.2
  • 2
    • 84984483782 scopus 로고
    • Evaluation of Extrapolative Forecasting Methods: Results of Academicians and Practitioners
    • Carbone, R. and J. S. Armstrong, "Evaluation of Extrapolative Forecasting Methods: Results of Academicians and Practitioners," J. Forecasting, 1 (1982), 215-217.
    • (1982) J. Forecasting , vol.1 , pp. 215-217
    • Carbone, R.1    Armstrong, J.S.2
  • 3
    • 0000167087 scopus 로고
    • Rule-Based Forecasting: Development and Validation of an Expert Systems Approach to Combining Time Series Extrapolations
    • Collopy, F. and J. S. Armstrong, "Rule-Based Forecasting: Development and Validation of an Expert Systems Approach to Combining Time Series Extrapolations," Management Sci., 38, 10 (1992), 1394-1414.
    • (1992) Management Sci. , vol.38 , Issue.10 , pp. 1394-1414
    • Collopy, F.1    Armstrong, J.S.2
  • 5
    • 0024861871 scopus 로고
    • Approximation by Superpositions of a Sigmoidal Function
    • Cybenko, G., "Approximation by Superpositions of a Sigmoidal Function," Math. Control, Signals, and Systems, 2 (1989), 303-314.
    • (1989) Math. Control, Signals, and Systems , vol.2 , pp. 303-314
    • Cybenko, G.1
  • 6
    • 0001349066 scopus 로고
    • Sales Forecasting Practices: Results of a United States Survey
    • Dalrymple, D. J., "Sales Forecasting Practices: Results of a United States Survey," International J. Forecasting, 3 (1987), 379-392.
    • (1987) International J. Forecasting , vol.3 , pp. 379-392
    • Dalrymple, D.J.1
  • 7
    • 38249010382 scopus 로고
    • Some Recent Developments in NonLinear Modelling, Testing, and Forecasting
    • De Gooijer, I. G. and K. Kumar, "Some Recent Developments in NonLinear Modelling, Testing, and Forecasting," International J. Forecasting, 8 (1992), 135-156
    • (1992) International J. Forecasting , vol.8 , pp. 135-156
    • De Gooijer, I.G.1    Kumar, K.2
  • 10
    • 0026851662 scopus 로고
    • Neural Network Forecasting of Short, Noisy Time Series
    • Foster, B., F. Collopy, and L. Ungar, "Neural Network Forecasting of Short, Noisy Time Series," Computers and Chemical Engineering, 16, 12 (1992), 293-297.
    • (1992) Computers and Chemical Engineering , vol.16 , Issue.12 , pp. 293-297
    • Foster, B.1    Collopy, F.2    Ungar, L.3
  • 11
    • 0024866495 scopus 로고
    • On the Approximate Realization of Continuous Mappings by Neural Networks
    • Funahashi, K., "On the Approximate Realization of Continuous Mappings by Neural Networks," Neural Networks, 2 (1989), 183-192.
    • (1989) Neural Networks , vol.2 , pp. 183-192
    • Funahashi, K.1
  • 12
    • 0001011344 scopus 로고
    • Evaluating an Adaptive Model of Human Learning
    • Gluck, M. A. and G. H. Bower, "Evaluating an Adaptive Model of Human Learning," J. Memory and Language, 27 (1989), 166-195.
    • (1989) J. Memory and Language , vol.27 , pp. 166-195
    • Gluck, M.A.1    Bower, G.H.2
  • 13
    • 0003053374 scopus 로고
    • Research Perspective on Neural Networks
    • Gorr, W., "Research Perspective on Neural Networks," International J. Forecasting, 10, 1 (1994), 1-4.
    • (1994) International J. Forecasting , vol.10 , Issue.1 , pp. 1-4
    • Gorr, W.1
  • 14
    • 5544247922 scopus 로고
    • Memorial Operation of Multiple, Interacting Simulated Brain Structures
    • M. Gluck and D. Rumelhart (Eds.), Erlbaum Associates, Hillsdale, NJ
    • Granger, R., J. Ambros-Ingerson, U. Staubli, and G. Lynch, "Memorial Operation of Multiple, Interacting Simulated Brain Structures," in M. Gluck and D. Rumelhart (Eds.), Neuroscience and Connectionist Models, Erlbaum Associates, Hillsdale, NJ, 1989.
    • (1989) Neuroscience and Connectionist Models
    • Granger, R.1    Ambros-Ingerson, J.2    Staubli, U.3    Lynch, G.4
  • 15
    • 0024880831 scopus 로고
    • Multilayer Feedforward Networks are Universal Approximators
    • Hornik, K., M. Stinchcombe, and H. White, "Multilayer Feedforward Networks are Universal Approximators," Neural Networks, 2, 5 (1989), 359-366.
    • (1989) Neural Networks , vol.2 , Issue.5 , pp. 359-366
    • Hornik, K.1    Stinchcombe, M.2    White, H.3
  • 18
    • 34248687522 scopus 로고
    • An Examination of the Accuracy of Judgmental Extrapolation of Time Series
    • Lawrence, M. J., R. H. Edmundson, and M. J. O'Connor, "An Examination of the Accuracy of Judgmental Extrapolation of Time Series," International J. Forecasting, 1 (1985), 25-35.
    • (1985) International J. Forecasting , vol.1 , pp. 25-35
    • Lawrence, M.J.1    Edmundson, R.H.2    O'Connor, M.J.3
  • 19
    • 0000681384 scopus 로고
    • The Accuracy of Combining Judgmental and Statistical Forecasts
    • _, _, and _, "The Accuracy of Combining Judgmental and Statistical Forecasts," Management Sci., 32 (1986), 1521-1532.
    • (1986) Management Sci. , vol.32 , pp. 1521-1532
  • 20
    • 85033835680 scopus 로고
    • Working Paper, University of New South Wales
    • _, _, and _, "A Survey of Sales Forecasting Practice," Working Paper, University of New South Wales, 1994.
    • (1994) A Survey of Sales Forecasting Practice
  • 21
    • 0041519747 scopus 로고
    • Accuracy Measures: Theoretical and Practical Concerns
    • Makridakis, S., "Accuracy Measures: Theoretical and Practical Concerns," International J. Forecasting, 9 (1993), 527-529.
    • (1993) International J. Forecasting , vol.9 , pp. 527-529
    • Makridakis, S.1
  • 25
    • 0020824169 scopus 로고
    • Averages of Forecasts: Some Empirical Results
    • _ and R. L. Winkler, "Averages of Forecasts: Some Empirical Results," Management Sci., 29 (1985), 987-996
    • (1985) Management Sci. , vol.29 , pp. 987-996
    • Winkler, R.L.1
  • 28
    • 0000230703 scopus 로고
    • Neural Networks as Forecasting Experts: An Empirical Test
    • Sharda, R. and R. Patil, "Neural Networks as Forecasting Experts: An Empirical Test," Proc. 1990 IJCNN Meeting, 2 (1990), 491-494.
    • (1990) Proc. 1990 IJCNN Meeting , vol.2 , pp. 491-494
    • Sharda, R.1    Patil, R.2
  • 29
    • 0004393134 scopus 로고
    • Connectionist Approach to Time Series Prediction: An Empirical Test
    • _ and _, "Connectionist Approach to Time Series Prediction: An Empirical Test," J. Intelligent Manufacturing, 3 (1992), 317-323.
    • (1992) J. Intelligent Manufacturing , vol.3 , pp. 317-323
  • 30
    • 0026258339 scopus 로고
    • Time Series Forecasting Using Neural Networks vs. Box-Jenkins Methodology
    • Tang, Z., C. de Almeida, and P. Fishwick, "Time Series Forecasting Using Neural Networks vs. Box-Jenkins Methodology," Simulation, 57, 5 (1990), 303-310.
    • (1990) Simulation , vol.57 , Issue.5 , pp. 303-310
    • Tang, Z.1    De Almeida, C.2    Fishwick, P.3
  • 32
    • 0343364484 scopus 로고
    • Connectionist Nonpararnetric Regression: Multilayer Feedforward Networks Can Learn Arbitrary Mappings
    • H. White (Ed.), Blackwell, Oxford, UK
    • White, H., "Connectionist Nonpararnetric Regression: Multilayer Feedforward Networks Can Learn Arbitrary Mappings," in H. White (Ed.), Artificial Neural Networks: Approximations and Learning Theory, Blackwell, Oxford, UK, 1992a.
    • (1992) Artificial Neural Networks: Approximations and Learning Theory
    • White, H.1
  • 33
    • 5544232465 scopus 로고
    • Consequences and Detection of Nonlinear Regression Models
    • H. White (Ed.), Blackwell, Oxford, UK
    • _, "Consequences and Detection of Nonlinear Regression Models," in H. White (Ed.), Artificial Neural Networks: Approximations and Learning Theory, Blackwell, Oxford, UK, 1992b.
    • (1992) Artificial Neural Networks: Approximations and Learning Theory
  • 35
    • 0012992026 scopus 로고
    • There Existe a Neural Network That Does Not Make Avoidable Mistakes
    • H. White (Ed.), Blackwell, Oxford, UK
    • _ and A. R. Gallant, "There Existe a Neural Network That Does Not Make Avoidable Mistakes," in H. White (Ed.), Artificial Neural Networks: Approximations and Learning Theory, Blackwell, Oxford, UK, 1992.
    • (1992) Artificial Neural Networks: Approximations and Learning Theory
    • Gallant, A.R.1
  • 36
    • 5544280617 scopus 로고
    • Approximating and Learning Unknown Mappings Using Multilayer Feedforward Networks with Bounded Weights
    • H. White (Ed.), Blackwell, Oxford, UK
    • _ and M. Stinchcombe, "Approximating and Learning Unknown Mappings Using Multilayer Feedforward Networks with Bounded Weights," in H. White (Ed.), Artificial Neural Networks: Approximations and Learning Theory, Blackwell, Oxford, UK, 1992.
    • (1992) Artificial Neural Networks: Approximations and Learning Theory
    • Stinchcombe, M.1
  • 38
    • 85033850329 scopus 로고    scopus 로고
    • Can Neural Networks Forecast in the Big Leagues? Comparing Network Forecasts to the Pros?
    • presented at the International Symposium of Forecasting, Stockholm, Sweden, June 13, 1994 Abstract
    • _, "Can Neural Networks Forecast in the Big Leagues? Comparing Network Forecasts to the Pros?," presented at the International Symposium of Forecasting, Stockholm, Sweden, June 13, 1994 (Abstract in the International Symposium of Forecasting Proceedings, p. 24).
    • International Symposium of Forecasting Proceedings , pp. 24
  • 40
    • 85033840740 scopus 로고
    • Neural Networks - The Future of Forecasting in Finance?
    • presented at the International Symposium of Forecasting, Stockholm, June 13, Abstract
    • Zimmerman, H. G., "Neural Networks - The Future of Forecasting in Finance?," presented at the International Symposium of Forecasting, Stockholm, June 13, 1994 (Abstract in the International Symposium of Forecasting Proceedings, p. 42).
    • (1994) International Symposium of Forecasting Proceedings , pp. 42
    • Zimmerman, H.G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.