Multi-Step-Ahead Prediction with Neural Networks

Romuald Boné () and Michel Crucianu ()
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Romuald Boné: Université Tours
Michel Crucianu: Conservatoire National des Arts et Métiers

European Journal of Economic and Social Systems, 2004, vol. 17, issue 1-2, 85-98

Abstract: We review existing approaches in using neural networks for solving multi-stepahead prediction problems. A few experiments allow us to further explore the relationship between the ability to learn longer-range dependencies and performance in multi-step-ahead prediction. We eventually focus on characteristics of various multi-step-ahead prediction problems that encourage us to prefer one method over another.

Keywords: Time Series Prediction; Neural Networks; Multi-step-ahead Prediction; Longrange Dependencies (search for similar items in EconPapers)
JEL-codes: C45 (search for similar items in EconPapers)
Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:ris:ejessy:0132

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