Model combination in neural-based forecasting

@article{Freitas2006ModelCI,
  title={Model combination in neural-based forecasting},
  author={Paulo S. A. Freitas and Ant{\'o}nio J. L. Rodrigues},
  journal={European Journal of Operational Research},
  year={2006},
  volume={173},
  pages={801-814}
}
This paper discusses different ways of combining neural predictive models or neural-based forecasts. The proposed approaches consider Gaussian radial basis function networks, which can be efficiently identified and estimated through recursive/adaptive methods. The usual framework for linearly combining estimates from different models is extended, to cope with the case where the forecasting errors from those models are correlated. A prefiltering methodology is proposed, addressing the problems… CONTINUE READING

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