Time series prediction with simple recurrent neural networks
نویسندگان
چکیده
منابع مشابه
Recurrent neural networks for time-series prediction
Recurrent neural networks have been used for time-series prediction with good results. In this dissertation we compare recurrent neural networks with time-delayed feed forward networks, feed forward networks and linear regression models to see which architecture that can make the most accurate predictions. The data used in all experiments is real-world sales data containing two kinds of segment...
متن کاملFinancial Time Series Prediction Using Elman Recurrent Random Neural Networks
In recent years, financial market dynamics forecasting has been a focus of economic research. To predict the price indices of stock markets, we developed an architecture which combined Elman recurrent neural networks with stochastic time effective function. By analyzing the proposed model with the linear regression, complexity invariant distance (CID), and multiscale CID (MCID) analysis methods...
متن کاملBoosting Recurrent Neural Networks for Time Series Prediction
We adapt a boosting algorithm to the problem of predicting future values of time series, using recurrent neural networks as base learners. The experiments we performed show that boosting actually provides improved results and that the weighted median is better for combining the learners than the weighted mean.
متن کاملDynamical recurrent neural networks -- towards environmental time series prediction
Dynamical Recurrent Neural Networks (DRNN) (Aussem 1995a) are a class of fully recurrent networks obtained by modeling synapses as autoregressive filters. By virtue of their internal dynamic, these networks approximate the underlying law governing the time series by a system of nonlinear difference equations of internal variables. They therefore provide history-sensitive forecasts without havin...
متن کاملAdvanced Methods for Time Series Prediction Using Recurrent Neural Networks
Time series prediction has important applications in various domains such as medicine, ecology, meteorology, industrial control or finance. Generally the characteristics of the phenomenon which generates the series are unknown. The information available for the prediction is limited to the past values of the series. The relations which describe the evolution should be deduced from these values,...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Bayero Journal of Pure and Applied Sciences
سال: 2016
ISSN: 2006-6996,2006-6996
DOI: 10.4314/bajopas.v9i1.4