A Neural Network Approach to Time Series Forecasting

被引：0

作者：

Gheyas, Iffat A. ^{[1
]}

Smith, Leslie S. ^{[1
]}

机构：

[1] Univ Stirling, Dept Comp Sci & Math, Stirling FK9 4LA, Scotland

来源：

WORLD CONGRESS ON ENGINEERING 2009, VOLS I AND II | 2009年

关键词：

Time series forecasting; Box-Jenkins methodology; Multilayer Perceptrons; Generalized Regression Neural Networks; RECURRENT;

D O I：

暂无

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

We propose a simple approach for forecasting univariate time series. The proposed algorithm is an ensemble learning technique that combines the advice from several Generalized Regression Neural Networks. We compare our algorithm with the most used algorithms ton real and synthetic datasets. The proposed algorithm appears as more powerful than existing ones.

引用

页码：1292 / 1296

页数：5

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