مقایسهی تجربی مدلهای باکس- جنکینز، شبکههای عصبی مصنوعی و تحلیل مجموعهی مقادیر تکین در پیشبینی سریهای زمانی

DOI10.22055/jamm.2017.12998zbMath1413.91060OpenAlexW2625039737MaRDI QIDQ4615744

Mahdi Kalantari, Rahim Mahmoudvand, Masoud Yarmohammadi

Publication date: 29 January 2019

Full work available at URL: https://jamm.scu.ac.ir/article_12998_224f43c37fa9630b1c183a95c8a490cd.pdf

zbMATH Keywords

neural networkstime seriessingular spectrum analysisBox-Jenkins models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Learning and adaptive systems in artificial intelligence (68T05)

Uses Software

• forecast
• Forecast
• CaterpillarSSA
• fpp

Cites Work

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• Singular spectrum analysis for time series: Introduction to this special issue
• A review on singular spectrum analysis for economic and financial time series
• Separability and window length in singular spectrum analysis
• Singular spectrum analysis for time series.
• Neural networks and sea time series. Recontruction and extreme-event analysis.
• Extracting qualitative dynamics from experimental data
• A multi-model algorithm for parameter estimation of time-varying nonlinear systems
• A Statistical Approach to Neural Networks for Pattern Recognition

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