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A hybrid arima and neural network for yields prediction

Samsudin, Ruhaidah and Shabri, Ani (2008) A hybrid arima and neural network for yields prediction. In: Advances in Artificial Intelligence Applications. Penerbit UTM , Johor, pp. 20-35. ISBN 978-983-52-0623-8

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The accuracy of time series forecasting is fundamental to many decisions processes and hence the research for improving the effectiveness of forecasting models has never been stopped (Zhang, 2003). Recent research activities in artificial neural network (ANN) have shown powerful pattern classification and pattern recognition capabilities. One major application area of ANN is forecasting (Sharda, 1994). ANN provides an attractive alternative tool for both forecasting researchers and has shown their nonlinear modeling capability in data time series forecasting.

Item Type:Book Section
Subjects:Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Divisions:Computer Science and Information System (Formerly known)
ID Code:14302
Deposited By: Liza Porijo
Deposited On:23 Aug 2011 05:33
Last Modified:23 Aug 2011 05:33

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