Combining neural network model with seasonal time series ARIMA model

Technological Forecasting and Social Change

Volumn 69, Issue 1, 2002, Pages 71-87

  Tseng, Fang Mei ^a,c   Yu, Hsiao Cheng ^b   Tzeng, Gwo Hsiung ^b  

^a HSUAN CHUANG UNIVERSITY   (Taiwan)

^b NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

^c NONE   (Taiwan)

Author keywords

ARIMA; Back propagation; Machinery industry; Neural network; SARIMA; SARIMABP; Time series

Indexed keywords

BACKPROPAGATION; FORECASTING; TIME SERIES ANALYSIS;

SARIMA MODELS;

NEURAL NETWORKS;

MODELING; SEASONAL VARIATION; TIME SERIES;

ARTIFICIAL NEURAL NETWORK; ERROR; FORECASTING; INDUSTRY; MACHINE; MODEL; TAIWAN;

EID: 0036140323     PISSN: 00401625     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0040-1625(00)00113-X     Document Type: Article

References (23)

1. Results of a price forecasting competition
2. Neural networks as forecasting exports: An empirical test
3. The accuracy of extrapolation (time series) methods: Results of a forecasting competition
4. Sales forecasting using time series and neural networks
5. A comparison of artificial neural network and time series model for forecasting commodity prices
6. Neural network vs. conventional methods of forecasting
7. Neural network models for time series forecasts
8. Progress in forecasting by neural networks
9. Neural network models for forecasting univariate time series
10. Combining Kohonen maps with ARIMA time series models to forecast traffic flow
11. Stock market trend prediction using ARIMA-based neural networks
12. Combination of time series and neural network for reliability forecasting modeling
13. A neural network approach to mutual fund net asset value forecasting, Omega
14. An exploratory study of a neural network approach for reliability data analysis
15. Neural networks and traditional time series methods: A synergistic combination in state economic forecasts
16. An exploratory study of a neural network approach for reliability data analysis
17. Beyond accuracy: Comparison of criteria used to select forecasting methods
18. Testing for market timing ability: A framework for forecast evaluation
19. Neural network prediction of risk premiums on Taiwan life insurer stocks