A comparison of artificial neural network and time series models for forecasting commodity prices

Neurocomputing

Volumn 10, Issue 2, 1996, Pages 169-181

  Kohzadi, Nowrouz ^a   Boyd, Milton S ^b   Kermanshahi, Bahman ^b   Kaastra, Iebeling ^c  

^a Export Development Bank of Iran   (Iran)

^b UNIVERSITY OF MANITOBA   (Canada)

^c Canadian Wheat Board   (Canada)

Author keywords

ARIMA; Chaos theory; Feedforward network; Forecasting; Henrikson Merton test

Indexed keywords

CHAOS THEORY; ERRORS; FORECASTING; MATHEMATICAL MODELS; TIME SERIES ANALYSIS;

ABSOLUTE MEAN ERROR; HENRIKSON-MERTON TEST; MEAN ABSOLUTE PERCENT ERROR; MEAN SQUARED ERROR; PRICE FORECASTING; TIME SERIES MODELS;

FEEDFORWARD NEURAL NETWORKS;

ARTICLE; ARTIFICIAL NEURAL NETWORK; PRIORITY JOURNAL;

EID: 0030111205     PISSN: 09252312     EISSN: None     Source Type: Journal    
DOI: 10.1016/0925-2312(95)00020-8     Document Type: Article

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