✦ LIBER ✦

Neural networks of data inhibiting long memory pattern

✍ Scribed by Masood A. Badri; Ahmed Al-Mutawa; Amr Murtagy

Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 335 KB
Volume: 35
Category: Article
ISSN: 0360-8352
DOI: 10.1016/s0360-8352(98)00156-9

No coin nor oath required. For personal study only.

✦ Synopsis

We experiment with three neural network models for forecasting to better understand the performance of neural networks for the case when the data exhibits a long memory pattern. To obtain the optimum networks, the effect of network characteristics such as the tratnhtg parameters, the nmnber of ~ layers, and the testing and truing percentages are simulated. The third model, which consists of a combination of individual time series forecasts, provides superior results.

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