A simulation study of artificial neural networks for nonlinear time-series forecasting

Author:

Zhang G.Peter,Patuwo B.Eddy,Hu Michael Y.

Publisher

Elsevier BV

Subject

Management Science and Operations Research,Modelling and Simulation,General Computer Science

Reference59 articles.

1. Rumelhart DE, Hinton GE, Williams RJ. Learning internal representation by back-propagating errors. In: Rumelhart DE, McCleland JL, and the PDP Research Group, editors. Parallel distributed processing: explorations in the microstructure of cognition. MA: MIT Press, 1986.

2. Neural networks: applications in industry, business and science;Widrow;Communications of the ACM,1994

3. Forecasting with artificial neural networks: the state of the art;Zhang;International Journal of Forecasting,1998

4. Granger CWJ, Terasvirta T. Modelling nonlinear economic relationships. Oxford: Oxford University Press, 1993.

5. The accuracy of extrapolation (time series) methods: results of a forecasting competition;Makridakis;Journal of Forecasting,1982

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