Journal ArticleDOI
Forecasting with artificial neural networks: the state of the art
TLDR
In this paper, the authors present a state-of-the-art survey of ANN applications in forecasting and provide a synthesis of published research in this area, insights on ANN modeling issues, and future research directions.About:
This article is published in International Journal of Forecasting.The article was published on 1998-03-01. It has received 3680 citations till now. The article focuses on the topics: Artificial neural network.read more
Citations
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Journal ArticleDOI
Time series forecasting using a hybrid ARIMA and neural network model
TL;DR: Experimental results with real data sets indicate that the combined model can be an effective way to improve forecasting accuracy achieved by either of the models used separately.
Journal ArticleDOI
Neural networks for short-term load forecasting: a review and evaluation
TL;DR: This review examines a collection of papers (published between 1991 and 1999) that report the application of NNs to short-term load forecasting, and critically evaluating the ways in which the NNs proposed in these papers were designed and tested.
Journal ArticleDOI
Financial time series forecasting using support vector machines
TL;DR: The experimental results show that SVM provides a promising alternative to stock market prediction and the feasibility of applying SVM in financial forecasting is examined by comparing it with back-propagation neural networks and case-based reasoning.
Journal ArticleDOI
25 years of time series forecasting
Jan G. De Gooijer,Rob J. Hyndman +1 more
TL;DR: A review of the past 25 years of research into time series forecasting can be found in this paper, where the authors highlight results published in journals managed by the International Institute of Forecasters.
Journal ArticleDOI
Electricity price forecasting: A review of the state-of-the-art with a look into the future
TL;DR: In this paper, a review article aims to explain the complexity of available solutions, their strengths and weaknesses, and the opportunities and threats that the forecasting tools offer or that may be encountered.
References
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Journal ArticleDOI
A new look at the statistical model identification
TL;DR: In this article, a new estimate minimum information theoretical criterion estimate (MAICE) is introduced for the purpose of statistical identification, which is free from the ambiguities inherent in the application of conventional hypothesis testing procedure.
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Learning representations by back-propagating errors
TL;DR: Back-propagation repeatedly adjusts the weights of the connections in the network so as to minimize a measure of the difference between the actual output vector of the net and the desired output vector, which helps to represent important features of the task domain.
Journal ArticleDOI
Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
TL;DR: In this article, a new class of stochastic processes called autoregressive conditional heteroscedastic (ARCH) processes are introduced, which are mean zero, serially uncorrelated processes with nonconstant variances conditional on the past, but constant unconditional variances.
Book
Time series analysis, forecasting and control
TL;DR: In this article, a complete revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970 is presented, focusing on practical techniques throughout, rather than a rigorous mathematical treatment of the subject.
Journal ArticleDOI
Multilayer feedforward networks are universal approximators
TL;DR: It is rigorously established that standard multilayer feedforward networks with as few as one hidden layer using arbitrary squashing functions are capable of approximating any Borel measurable function from one finite dimensional space to another to any desired degree of accuracy, provided sufficiently many hidden units are available.