Forecasting time series data using hybrid grey relational artificial neural network and auto regressive integrated moving average model

Neural Network World

Volumn 17, Issue 6, 2007, Pages 573-605

  Sallehuddin, Roselina ^a   Shamsuddin, Siti Mariyam Hj ^a   Hashim, Siti Zaiton Mohd ^a   Abraham, Ajith ^b  

^a UNIVERSITI TEKNOLOGI MALAYSIA   (Malaysia)

^b NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

Author keywords

GRANN_ARIMA; Hybrid model; Linear model; Multivariate time series; Nonlinear model

Indexed keywords

HYBRID MODELS; LINEAR MODELS; MULTIVARIATE TIME SERIES; NONLINEAR MODELS;

INTEGRATION; LINEAR SYSTEMS; MATHEMATICAL MODELS; NONLINEAR SYSTEMS; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

NEURAL NETWORKS;

EID: 39049110215     PISSN: 12100552     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Conference Paper

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