Adaptive neural network model for time-series forecasting

DOI10.1016/j.ejor.2010.05.022zbMath1208.62151OpenAlexW2087632795MaRDI QIDQ992683

J. Martínez

Publication date: 9 September 2010

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2010.05.022

zbMATH Keywords

adaptive metrics

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)

Related Items (6)

Autoregressive prediction with rolling mechanism for time series forecasting with small sample size ⋮ On the risk prediction and analysis of soft information in finance reports ⋮ A combination selection algorithm on forecasting ⋮ Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis ⋮ Active vibration control in a cantilever-like structure: a time delay compensation approach ⋮ Time series interpolation via global optimization of moments fitting

Cites Work

• Unnamed Item
• Unnamed Item
• Time series forecasting using a hybrid ARIMA and neural network model
• Nonlinear prediction of chaotic time series
• Forecasting a chaotic time series using an improved metric for embedding space
• A bibliography of neural network business applications research: 1994--1998
• Neural network forecasting for seasonal and trend time series
• Neural network approach to forecasting of quasiperiodic financial time series
• Adaptive metrics in the nearest neighbours method
• Model combination in neural-based forecasting
• Approximation by superpositions of a sigmoidal function

This page was built for publication: Adaptive neural network model for time-series forecasting