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...Link(s) zu Dokument(en): | IHS Publikation |
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1. Verfasser: | |
Format: | IHS Series NonPeerReviewed |
Sprache: | Englisch |
Veröffentlicht: |
Institut für Höhere Studien
1992
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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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