A comparative study of series arima/mlp hybrid models for stock price forecasting

DOI10.1080/03610918.2018.1458138OpenAlexW2802914173WikidataQ129894337 ScholiaQ129894337MaRDI QIDQ5087537

Mehdi Khashei, Zahra Hajirahimi

Publication date: 1 July 2022

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1458138

zbMATH Keywords

time series forecastingseries and parallel structuresauto-regressive integrated moving average (ARIMA)hybrid linear/nonlinear modelsmulti-layer perceptrons (MLPs)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• Time series forecasting using a hybrid ARIMA and neural network model
• Forecasting nonlinear time series with a hybrid methodology

Related Items (3)

Series hybridization of parallel (SHOP) models for time series forecasting ⋮ Title not available (Why is that?) ⋮ Time series, hidden variables and spatio-temporal ordinality networks

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