Time series forecasting using neural networks vs. Box-Jenkins methodology

Simulation

Volumn 57, Issue 5, 1991, Pages 303-310

  Tang, Zaiyong ^a   de Almeida, Chrys ^a   Fishwick, Paul A ^a  

^a UNIVERSITY OF FLORIDA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

STATISTICAL METHODS--REGRESSION ANALYSIS; STATISTICAL METHODS--TIME SERIES ANALYSIS;

BOX-JENKINS METHODOLOGY;

NEURAL NETWORKS;

EID: 0026258339     PISSN: 00375497     EISSN: 17413133     Source Type: Journal    
DOI: 10.1177/003754979105700508     Document Type: Article

References (8)

1. Bowerman, B.L. and O'Connell, R.T., 1987, Time Series Forecasting, 2nd. Ed. PWS Publishers, pp. 120.
2. Fishwick, P.A., 1989, “Neural Network Models in Simulation: A Comparison with Traditional Modeling Approaches,” Proceedings of Winter Simulation Conference, Washington, DC, pp. 702-710.
3. Kung, S.Y. and Hwang, J.N., 1988, “An Algebraic Projection Analysis for Optimal Hidden Units Size and Learning Rates in Back-Propagation Learning,” Proceedings of IEEE International Neural Network Conference, Vol. II.
4. Lapedes, A. and Farber, R., 1987, “Nonlinear Signal Processing Using Neural Network: Prediction and System Modelling,” Los Alamos National Lab Technical Report, LA-UR-87 -2662.
5. Rumelhart, D.E. and McClelland, J.L.,1986, Parallel Distributed Processing, Vol. 1, MIT Press, Cambridge, Massachusetts.
6. McClelland, J.L. and Rumelhart, D.E., 1988, Explorations in Parallel Distributed Processing, MIT Press, Cambridge, Massachusetts.
7. Newton, H.J., 1988. TIMESLAB: A Time Series Analysis Laboratory, Wadsworth & Brooks/Cole Publishing Company, California.
8. Sharda, R. and Patil, R.B., 1990, “Neural Networks as Forecasting Experts: An Empirical Test,” Proceedings of the IJCNN Meeting, Washington, pp. 491-494.