ANNEARLY: MATLAB function to forecast univariate time series

Shapour Mohammadi

Statistical Software Components from Boston College Department of Economics

Abstract: This M-File forecasts univariate time series such as stock prices with a feedforward neural network. It finds the best (minimum RMSE) network automatically. It is revised for the replacement of obsolete functions of Matlab with the new functions.

Language: MATLAB
Requires: MATLAB
Keywords: forecast; time series; neural network (search for similar items in EconPapers)
Date: 2020-08-16
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http://fmwww.bc.edu/repec/bocode/a/annearly.m program file (text/plain)

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