A simulation study of artificial neural networks for nonlinear time-series forecasting

DOI10.1016/S0305-0548(99)00123-9zbMath0973.91071OpenAlexW2108537597MaRDI QIDQ5926605

Michael Y. Hu, Guoqiang Peter Zhang, B. Eddy Patuwo

Publication date: 13 May 2001

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0305-0548(99)00123-9

zbMATH Keywords

neural networksnonlinear time-series forecastingoverfitting problem

Mathematics Subject Classification ID

Economic time series analysis (91B84) Neural networks for/in biological studies, artificial life and related topics (92B20)

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Cites Work

• Simultaneous statistical inference. 2nd ed
• Long memory relationships and the aggregation of dynamic models
• Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
• Multilayer feedforward networks are universal approximators
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Feedforward Neural Nets as Models for Time Series Forecasting
• A GRG2-Based System for Training Neural Networks: Design and Computational Experience
• The Impact of Empirical Accuracy Studies on Time Series Analysis and Forecasting
• Approximation by superpositions of a sigmoidal function
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