Forecast combination by using artificial neural networks

Neural Processing Letters

Volumn 32, Issue 3, 2010, Pages 269-276

  Aladag, Cagdas Hakan ^b   Egrioglu, Erol ^a   Yolcu, Ufuk ^a  

^a ONDOKUZ MAYIS UNIVERSITY   (Turkey)

^b NONE

Author keywords

Artificial neural networks; Forecast combination; Forecasting; Fuzzy time series

Indexed keywords

ARTIFICIAL NEURAL NETWORK; COMBINATION METHOD; FORECAST COMBINATION; FORECASTING MODELS; FUZZY TIME SERIES; FUZZY TIME SERIES MODEL; ISTANBUL STOCK EXCHANGE;

FORECASTING; TIME SERIES;

FUZZY NEURAL NETWORKS;

EID: 78650693344     PISSN: 13704621     EISSN: 1573773X     Source Type: Journal    
DOI: 10.1007/s11063-010-9156-7     Document Type: Article

References (16)

1. CH Aladag MA Basaran E Egrioglu U Yolcu VR Uslu 2009 Forecasting in high order fuzzy times series by using neural networks to define fuzzy relations Expert Syst Appl 36 4228 4231 10.1016/j.eswa.2008.04.001
2. JM Bates CWJ Granger 1969 The combination of forecast Oper Res Q 20 4 451 468 10.1057/jors.1969.103
3. SM Chen 1996 Forecasting enrollments based on fuzzy time-series Fuzzy Sets Syst 81 311 319 10.1016/0165-0114(95)00220-0
4. SM Chen 2002 Forecasting enrollments based on high order fuzzy time series Cybern Syst 33 1 16 10.1080/019697202753306479 (Pubitemid 34554495)
5. CH Cheng GW Cheng JW Wang 2008 Multi-attribute fuzzy time series method based on fuzzy clustering Expert Syst Appl 34 1235 1242 10.1016/j.eswa.2006.12. 013 (Pubitemid 350117493)
6. E Egrioglu CH Aladag S Günay 2008 A new model selection strategy in artificial neural network Appl Math Comput 195 591 597 1196.62125 10.1016/j.amc.2007.05.005 2381240 (Pubitemid 350309639)
7. E Egrioglu CH Aladag VR Uslu MA Basaran U Yolcu 2009 A new hybrid approach based on SARIMA and partial high order bivariate fuzzy time series forecasting model Expert Syst Appl 36 4 7424 7434 10.1016/j.eswa.2008.09.040
8. PSA Freitas AJL Rodrigues 2006 Model combination in neural-based forecasting Eur J Oper Res 173 801 814 1120.90342 10.1016/j.ejor.2005.06.057 2239930 (Pubitemid 43866327)
9. CWJ Granger R Ramanathan 1984 Improved methods of combined forecasts J Forecast 3 197 204 10.1002/for.3980030207
10. K Huarng 2001 Effective length of intervals to improve forecasting in fuzzy time-series Fuzzy Sets Syst 123 387 394 0992.91077 10.1016/S0165-0114(00) 00057-9 1864184 (Pubitemid 32780470)
11. K Levenberg 1944 A method for the solution of certain non-linear problems in least squares Q Appl Math 2 164 168 0063.03501 10666
12. P Newbold CWJ Granger 1974 Experience with forecasting time series and combination of forecasts J R Stat Soc A 137 2 131 165 10.2307/2344546 451583
13. Q Song BS Chissom 1993 Fuzzy time series and its models Fuzzy Sets Syst 54 269 277 0792.62087 10.1016/0165-0114(93)90372-O 1215569
14. Q Song BS Chissom 1993 Forecasting enrollments with fuzzy time series-part I Fuzzy Sets Syst 54 1 10 10.1016/0165-0114(93)90355-L 1215569
15. RL Winkler S Markidakis 1983 The combination of forecasts J R Stat Soc A 146 2 150 157 10.2307/2982011
16. KKF Wong H Song SF Witt DC Wu 2007 Tourism forecasting: to combine or not to combine? Tour Manag 28 1068 1078 10.1016/j.tourman.2006.08.003 (Pubitemid 46477988)