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

页码：5632 / 5635

页数：4

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