The Box–Jenkins analysis and neural networks: prediction and time series modelling
نویسندگان
چکیده
منابع مشابه
Time Series Prediction and Neural Networks
Neural Network approaches to time series prediction are briefly discussed, and the need to find the appropriate sample rate and an appropriately sized input window identified. Relevant theoretical results from dynamic systems theory are briefly introduced, and heuristics for finding the appropriate sampling rate and embedding dimension, and thence window size, are discussed. The method is appli...
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ژورنال
عنوان ژورنال: Applied Mathematical Modelling
سال: 2003
ISSN: 0307-904X
DOI: 10.1016/s0307-904x(03)00079-9