An artificial neural network (p, d, q) model for timeseries forecasting

@article{Khashei2010AnAN,
  title={An artificial neural network (p, d, q) model for timeseries forecasting},
  author={Mehdi Khashei and Mehdi Bijari},
  journal={Expert Syst. Appl.},
  year={2010},
  volume={37},
  pages={479-489}
}
Artificial neural networks (ANNs) are flexible computing frameworks and universal approximators that can be applied to a wide range of time series forecasting problems with a high degree of accuracy. [...] Key Method In this paper, a novel hybrid model of artificial neural networks is proposed using auto-regressive integrated moving average (ARIMA) models in order to yield a more accurate forecasting model than artificial neural networks. The empirical results with three well-known real data sets indicate that…Expand
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