A Comparison of Standard Methods with a Neural Network Approach to Forecast Univariate Time Series

Abstract: The following paper tries to develop a simple neural network approach to analyse time series data. After an introductional part some standard approaches are presented. A neural network is developed and results on some different data sets are compared. It will be shown that even very simple...

Ausführliche Beschreibung

Bibliographische Detailangaben
Link(s) zu Dokument(en):IHS Publikation
1. Verfasser: Krycha, Karl
Format: IHS Series NonPeerReviewed
Sprache:Englisch
Veröffentlicht: Institut für Höhere Studien 1992
Beschreibung
Zusammenfassung:Abstract: The following paper tries to develop a simple neural network approach to analyse time series data. After an introductional part some standard approaches are presented. A neural network is developed and results on some different data sets are compared. It will be shown that even very simple and rather small network topologies may capture in a very efficient way time series characteristics.;

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