 Adaptive neural network model for time-series forecastingWing-Keung Wong, Min Xia and W.C. Chu European Journal of Operational Research, 2010, vol. 207, issue 2, 807-816 Abstract: In this study, a novel adaptive neural network (ADNN) with the adaptive metrics of inputs and a new mechanism for admixture of outputs is proposed for time-series prediction. The adaptive metrics of inputs can solve the problems of amplitude changing and trend determination, and avoid the over-fitting of networks. The new mechanism for admixture of outputs can adjust forecasting results by the relative error and make them more accurate. The proposed ADNN method can predict periodical time-series with a complicated structure. The experimental results show that the proposed model outperforms the auto-regression (AR), artificial neural network (ANN), and adaptive k-nearest neighbors (AKN) models. The ADNN model is proved to benefit from the merits of the ANN and the AKN through its' novel structure with high robustness particularly for both chaotic and real time-series predictions. Keywords: Time-series; Forecasting; Adaptive; metrics; Neural; networks (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:207:y:2010:i:2:p:807-816 Access Statistics for this article European Journal of Operational Research is currently edited by Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati More articles in European Journal of Operational Research from Elsevier |
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