A Matlab Code for Univariate Time Series Forecasting

Shapour Mohammadi and Hossein Abbasi- Nejad
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Hossein Abbasi- Nejad: University of Tehran

Computer Programs from University Library of Munich, Germany

Abstract: 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)
Date: 2005-05-03
Note: Type of Document - pdf
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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwppr:0505001

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