Building neural network forecasting models from time series ARIMA models: A procedure and a comparative analysis

Intelligent Data Analysis

Volumn 6, Issue 1, 2002, Pages 53-65

  Cubiles De La Vega, María Dolores ^a   Pino Mejías, Rafael ^b   Pascual Acosta, Antonio ^b   Muñoz García, Joaquín ^a  

^a UNIVERSITY OF SEVILLE   (Spain)

^b Centro Informatico Cientifico de Andalucia   (Spain)

Author keywords

ARIMA models; exponential smoothing; model specification and selection; multilayer perceptron; time series

Indexed keywords

FORECASTING; MULTILAYER NEURAL NETWORKS; MULTILAYERS; TIME SERIES;

ARIMA MODELS; AUTOCORRELATION STRUCTURES; EXPONENTIAL SMOOTHING; LONG-TERM FORECASTING; MODEL SPECIFICATIONS; NONLINEAR FORECASTING; STATISTICAL TECHNIQUES; TIME SERIES FORECASTING;

TIME SERIES ANALYSIS;

EID: 58149464788     PISSN: 1088467X     EISSN: 15714128     Source Type: Journal    
DOI: 10.3233/ida-2002-6104     Document Type: Article

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