Stacked Heterogeneous Neural Networks for Time Series Forecasting

被引：8

作者：

Leon, Florin ^{[1
]}

Zaharia, Mihai Horia ^{[1
]}

机构：

[1] Tech Univ Gheorghe Asachi Iasi, Fac Automat Control & Comp Engn, Iasi 700050, Romania

来源：

MATHEMATICAL PROBLEMS IN ENGINEERING | 2010年 / 2010卷

关键词：

MODEL;

D O I：

10.1155/2010/373648

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

A hybrid model for time series forecasting is proposed. It is a stacked neural network, containing one normal multilayer perceptron with bipolar sigmoid activation functions, and the other with an exponential activation function in the output layer. As shown by the case studies, the proposed stacked hybrid neural model performs well on a variety of benchmark time series. The combination of weights of the two stack components that leads to optimal performance is also studied.

引用

页数：20

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