Statistical characterization and optimization of artificial neural networks in time series forecasting: the one-period forecast case

Time series forecasting is an active area for the application of Artificial Neural Networks (ANNs). Although the selection of an ANN has been greatly simplified, it remains a challenge to adequately determine the ANN’s parameters. In this work a method based on statistical analysis and optimization...

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Detalles Bibliográficos
Autores: María Angélica Salazar Aguilar, Guillermo J. Moreno Rodríguez, Mauricio Cabrera-Ríos
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2006
País:México
Institución:Universidad Autónoma de Nuevo León
Repositorio:Redalyc-UANL
OAI Identifier:oai:redalyc.org:61501106
Acceso en línea:https://www.redalyc.org/articulo.oa?id=61501106
Access Level:acceso abierto
Palabra clave:Computación
Time Series Forecasting
Artificial Neural Networks
Design and Analysis of Experiments
Descripción
Sumario:Time series forecasting is an active area for the application of Artificial Neural Networks (ANNs). Although the selection of an ANN has been greatly simplified, it remains a challenge to adequately determine the ANN’s parameters. In this work a method based on statistical analysis and optimization techniques is proposed to select the ANN´s parameters for application in time series forecasting. The results on the successful application of the method in a real demand forecasting problem for the telecommunications industry are also reported. .