Comparison of time series forecasting methods using neural networks and Box-Jenkins model.
The performance of the Box-Jenkins methods is compared with that of the neural networks in forecasting time series. Five time series of different complexities are built using back propagation neural networks were compared with the standard Box-Jenkins model. It is found that for time series with sea...
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| Format: | Article |
| Sprog: | English |
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Department of Mathematics, Faculty of Science
2001
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| Online adgang: | http://eprints.utm.my/8817/1/AniShabri2001_ComparisonOfTimeSeriesForecastingMethods.pdf |