Automatic Time Series Forecasting Using Nonlinear Autoregressive Neural Network Model With Exogenous Input - Info and Reading Options
By Bulletin of Electrical Engineering and Informatics
“Automatic Time Series Forecasting Using Nonlinear Autoregressive Neural Network Model With Exogenous Input” Metadata:
- Title: ➤ Automatic Time Series Forecasting Using Nonlinear Autoregressive Neural Network Model With Exogenous Input
- Author: ➤ Bulletin of Electrical Engineering and Informatics
“Automatic Time Series Forecasting Using Nonlinear Autoregressive Neural Network Model With Exogenous Input” Subjects and Themes:
- Subjects: ➤ Automatic forecasting - Ensemble operator - NARX model - Neural network - Stepwise algorithm - Time series
Edition Identifiers:
- Internet Archive ID: 10.11591eei.v10i5.2862
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"Automatic Time Series Forecasting Using Nonlinear Autoregressive Neural Network Model With Exogenous Input" Description:
The Internet Archive:
This study aims to determine an automatic forecasting method of univariate time series, using the nonlinear autoregressive neural network model with exogenous input (NARX). In this automatic setting, users only need to supply the input of time series. Then, an automatic forecasting algorithm sets up the appropriate features, estimate the<br />parameters in the model, and calculate forecasts, without the users’ intervention. The algorithm method used include preprocessing, tests for trends, and the application of first differences. The time series were tested for seasonality, and seasonal differences were obtained from a successful analysis. These series were also linearly scaled to [−1, +1]. The autoregressive lags and hidden neurons were further selected through the stepwise and optimization algorithms, respectively. The 20 NARX models were fitted with different random starting weights, and the forecasts were combined using the ensemble operator, in order to obtain the final product. This proposed method was applied to real data, and its performance was compared with several available automatic<br />models in the literature. The forecasting accuracy was also measured by mean squared error (MSE) and mean absolute percent error (MAPE), and the results showed that the proposed method outperformed the other automatic models.
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"Automatic Time Series Forecasting Using Nonlinear Autoregressive Neural Network Model With Exogenous Input" is available for download from The Internet Archive in "texts" format, the size of the file-s is: 10.29 Mbs, and the file-s went public at Thu Nov 11 2021.
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- Internet Archive Link: Archive.org page
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- Number of Files: 15
- Number of Available Files: 15
- Added Date: 2021-11-11 03:30:58
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