Stacked Heterogeneous Neural Networks for Time Series Forecasting

被引：8
|
作者：
Leon, Florin [1 ]
Zaharia, Mihai Horia [1 ]
机构：
[1] Tech Univ Gheorghe Asachi Iasi, Fac Automat Control & Comp Engn, Iasi 700050, Romania
来源：
MATHEMATICAL PROBLEMS IN ENGINEERING | 2010年 / 2010卷
关键词：
MODEL;
D O I：
10.1155/2010/373648
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
A hybrid model for time series forecasting is proposed. It is a stacked neural network, containing one normal multilayer perceptron with bipolar sigmoid activation functions, and the other with an exponential activation function in the output layer. As shown by the case studies, the proposed stacked hybrid neural model performs well on a variety of benchmark time series. The combination of weights of the two stack components that leads to optimal performance is also studied.
引用
收藏
页数：20
相关论文
共 50 条
  • [1] Forecasting of time series with neural networks
    Schwerk, T
    ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK, 1996, 76 : 219 - 222
  • [2] Time series forecasting with neural networks
    Chatfield, C
    NEURAL NETWORKS FOR SIGNAL PROCESSING VIII, 1998, : 419 - 427
  • [3] Time Series Forecasting with Quantum Neural Networks
    Cuellar, M. P.
    Pegalajar, M. C.
    Ruiz, L. G. B.
    Cano, C.
    ADVANCES IN COMPUTATIONAL INTELLIGENCE, IWANN 2023, PT I, 2023, 14134 : 666 - 677
  • [4] Time series forecasting with qubit neural networks
    Azevedo, Carlos R. B.
    Ferreira, Tiago A. E.
    PROCEDINGS OF THE 11TH IASTED INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND SOFT COMPUTING, 2007, : 13 - 18
  • [5] Neural Networks for Financial Time Series Forecasting
    Sako, Kady
    Mpinda, Berthine Nyunga
    Rodrigues, Paulo Canas
    ENTROPY, 2022, 24 (05)
  • [6] Hybrid Neural Networks for Time Series Forecasting
    Averkin, Alexey
    Yarushev, Sergey
    ARTIFICIAL INTELLIGENCE (RCAI 2018), 2018, 934 : 230 - 239
  • [7] Forecasting time series by Bayesian neural networks
    Zhang, TL
    Fukushige, A
    PROCEEDING OF THE 2002 INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS, VOLS 1-3, 2002, : 382 - 387
  • [8] Conditional Time Series Forecasting with Convolutional Neural Networks
    Borovykh, Anastasia
    Bohte, Sander
    Oosterlee, Cornelis W.
    ARTIFICIAL NEURAL NETWORKS AND MACHINE LEARNING, PT II, 2017, 10614 : 729 - 730
  • [9] Bayesian neural networks for nonlinear time series forecasting
    Liang, FM
    STATISTICS AND COMPUTING, 2005, 15 (01) : 13 - 29
  • [10] The application of neural logic networks in time series forecasting
    Sfetsos, A.
    Neural Network World, 2002, 12 (02) : 181 - 199
12345