Correcting and combining time series forecasters

DOI10.1016/j.neunet.2013.10.008zbMath1298.62150OpenAlexW2091409464WikidataQ39313779 ScholiaQ39313779MaRDI QIDQ470161

Tiago A. E. Ferreira, Paulo S. G. de Mattos Neto, Paulo Renato A. Firmino

Publication date: 12 November 2014

Published in: Neural Networks (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.neunet.2013.10.008

zbMATH Keywords

maximum likelihood estimationartificial neural networks hybrid systemslinear combination of forecaststime series forecastersunbiased forecasters

Mathematics Subject Classification ID

Related Items (2)

Weighted moving averaging revisited: an algebraic approach ⋮ Copulas-based time series combined forecasters

Uses Software

• R
• forecast
• Genocop
• Forecast
• TSA

Cites Work

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• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• A simulation study of artificial neural networks for nonlinear time-series forecasting

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