Feed-forward Neural Nets as Models for Time Series Forecasting

@inproceedings{Tang1993FeedforwardNN,
  title={Feed-forward Neural Nets as Models for Time Series Forecasting},
  author={Zaiyong Tang and Paul A. Fishwick},
  year={1993}
}
We have studied neural networks as models for time series forecasting, and our research compares the Box-Jenkins method against the neural network method for long and short term memory series. Our work was inspired by previously published works that yielded inconsistent results about comparative performance. We have since experimented with 16 time series of di ering complexity using neural networks. The performance of the neural networks is compared with that of the Box-Jenkins method. Our… CONTINUE READING

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