Using neural nets for time series forecasting

被引:0
|
作者
Filaretov, GF [1 ]
Averchenkov, EO [1 ]
机构
[1] Moscow Power Engn Inst, Moscow, Russia
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D O I
暂无
中图分类号
V [航空、航天];
学科分类号
08 ; 0825 ;
摘要
The purpose of the this work is comparison of statistical and neural network approaches of time series models of autoregressive - moving average type construction. Basic method of research is simulation. On the basis of the results analysis recommendations of the network topology choice for neural modeling of autoregressive (AR), moving average (MA) and mixed (ARMA) processes of the various orders p, q are produced.
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页码:249 / 252
页数:4
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