Neural network forecasting for seasonal and trend time series

DOI10.1016/j.ejor.2003.08.037zbMath1066.62094OpenAlexW2011227258MaRDI QIDQ1887914

Min Qi, Guoqiang Peter Zhang

Publication date: 22 November 2004

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2003.08.037

zbMATH Keywords

Neural networksForecastingTime seriesSeasonalityBox-Jenkins method

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Neural nets and related approaches to inference from stochastic processes (62M45)

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Cites Work

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• Recognizing changing seasonal patterns using artificial neural networks
• Multilayer feedforward networks are universal approximators
• Forecasting and recombining time-series components by using neural networks
• Note—Seasonal Exponential Smoothing with Damped Trends
• Feedforward Neural Nets as Models for Time Series Forecasting
• The Impact of Empirical Accuracy Studies on Time Series Analysis and Forecasting
• Approximation by superpositions of a sigmoidal function

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