The comparative study on linear and non-linear forecast-combination methods based on neural network

被引：0
|
作者：
Han Dongmei [1 ]
Niu Wen-qing [1 ]
Yu Changrui [1 ]
机构：
[1] Shanghai Univ Finance & Econ, Sch Informat Management & Engn, Shanghai 200433, Peoples R China
来源：
2007 INTERNATIONAL CONFERENCE ON WIRELESS COMMUNICATIONS, NETWORKING AND MOBILE COMPUTING, VOLS 1-15 | 2007年
关键词：
combination forecast; optimal weighted; neural network; comparative analysis;
D O I：
暂无
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
Using optimal weighted combination model and neural network model, this paper compares the performance of the linear and non-linear forecast combining methods. The empirical study reveals that the non-linear methods simulated by neural network are superior. Finally, the paper analyzes the reasons from mechanism aspect.
引用
收藏
页码：5632 / 5635
页数：4
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