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Iebeling Kaastra
Researcher at Canadian Wheat Board
Publications - 5
Citations - 1568
Iebeling Kaastra is an academic researcher from Canadian Wheat Board. The author has contributed to research in topics: Artificial neural network & Autoregressive integrated moving average. The author has an hindex of 5, co-authored 5 publications receiving 1427 citations.
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Journal ArticleDOI
Designing a neural network for forecasting financial and economic time series
Iebeling Kaastra,Milton S. Boyd +1 more
TL;DR: An eight-step procedure to design a neural network forecasting model is explained including a discussion of tradeoffs in parameter selection, some common pitfalls, and points of disagreement among practitioners.
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A comparison of artificial neural network and time series models for forecasting commodity prices
TL;DR: A feedforward neural network which can account for nonlinear relationships was used to compare ARIMA and neural network price forecasting performance and was able to capture a significant number of turning points for both wheat and cattle, while the ARimA model was only able to do so for wheat.
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Forecasting futures trading volume using neural networks
Iebeling Kaastra,Milton S. Boyd +1 more
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Neural Networks for Forecasting: An Introduction
TL;DR: It is argued that statistical theory can offer some suggestions for designing an optimal network architecture and an example comparing a neural network and ARIM model for forecasting weekly corn prices 1974 through 1993 is provided, showing the neural network model to be more accurate than the ARIMA.
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Feedforward versus recurrent neural networks for forecasting monthly japanese yen exchange rates
TL;DR: Results for out of sample show that the feedforward model is relatively accurate in forecasting both price levels and price direction, despite being quite simple and easy to use.