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A Matlab Code for Univariate Time Series Forecasting
Shapour Mohammadi Hossein Abbasi- Nejad
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Hossein Abbasi- Nejad: University of Tehran
Computer Programs from EconWPA
This M-File forecasts univariate time series such as stock prices with a feedforward neural networks. It finds best (minimume RMSE) network automatically and uses early stopping method for solving overfitting problem.
Keywords: Neural Networks; Time Series; Early Stopping; Forecasting (search for similar items in EconPapers)
JEL-codes: C22 C45 (search for similar items in EconPapers)
Note: Type of Document - pdf
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Downloads: (external link) http://22.214.171.124/eps/prog/papers/0505/0505001.pdf (application/pdf)
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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwppr:0505001
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