Comparison of ARMA and Multilayer Perceptron Based Methods for Economic Time Series Forecasting
نویسندگان
چکیده
In this paper two popular time series prediction methods – the Auto Regression Moving Average (ARMA) and the multilayer perceptron (MLP) – are compared while forecasting seven real world economical time series. It is shown that the prediction accuracy of both methods is poor in ill-structured problems. In the well-structured cases, when prediction accuracy is high, the MLP predicts better providing lower mean prediction error.
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ورودعنوان ژورنال:
- Informatica, Lith. Acad. Sci.
دوره 10 شماره
صفحات -
تاریخ انتشار 1999