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A dynamic artificial neural network model for forecasting time series events

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  • Ghiassi, M.
  • Saidane, H.
  • Zimbra, D.K.
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  • Ghiassi, M. & Saidane, H. & Zimbra, D.K., 2005. "A dynamic artificial neural network model for forecasting time series events," International Journal of Forecasting, Elsevier, vol. 21(2), pages 341-362.
    • Handle: RePEc:eee:intfor:v:21:y:2005:i:2:p:341-362
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    References listed on IDEAS

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    1. Clark, Todd E. & McCracken, Michael W., 2001. "Tests of equal forecast accuracy and encompassing for nested models," Journal of Econometrics, Elsevier, vol. 105(1), pages 85-110, November.
    2. Diebold, Francis X & Mariano, Roberto S, 2002. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 134-144, January.
    3. Corradi, Valentina & Swanson, Norman R., 2002. "A consistent test for nonlinear out of sample predictive accuracy," Journal of Econometrics, Elsevier, vol. 110(2), pages 353-381, October.
    4. Zhang, Guoqiang & Eddy Patuwo, B. & Y. Hu, Michael, 1998. "Forecasting with artificial neural networks:: The state of the art," International Journal of Forecasting, Elsevier, vol. 14(1), pages 35-62, March.
    5. Tim Hill & Marcus O'Connor & William Remus, 1996. "Neural Network Models for Time Series Forecasts," Management Science, INFORMS, vol. 42(7), pages 1082-1092, July.
    6. Gorr, Wilpen L., 1994. "Editorial: Research prospective on neural network forecasting," International Journal of Forecasting, Elsevier, vol. 10(1), pages 1-4, June.
    7. Halbert White, 2000. "A Reality Check for Data Snooping," Econometrica, Econometric Society, vol. 68(5), pages 1097-1126, September.
    8. Zaiyong Tang & Paul A. Fishwick, 1993. "Feedforward Neural Nets as Models for Time Series Forecasting," INFORMS Journal on Computing, INFORMS, vol. 5(4), pages 374-385, November.
    9. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
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    Cited by:

    1. Salinas, David & Flunkert, Valentin & Gasthaus, Jan & Januschowski, Tim, 2020. "DeepAR: Probabilistic forecasting with autoregressive recurrent networks," International Journal of Forecasting, Elsevier, vol. 36(3), pages 1181-1191.
    2. Flores, Juan J. & Graff, Mario & Rodriguez, Hector, 2012. "Evolutive design of ARMA and ANN models for time series forecasting," Renewable Energy, Elsevier, vol. 44(C), pages 225-230.
    3. Cadenas, E. & Jaramillo, O.A. & Rivera, W., 2010. "Analysis and forecasting of wind velocity in chetumal, quintana roo, using the single exponential smoothing method," Renewable Energy, Elsevier, vol. 35(5), pages 925-930.
    4. M. Mallikarjuna & R. Prabhakara Rao, 2019. "Evaluation of forecasting methods from selected stock market returns," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-16, December.
    5. Luna, Ivette & Ballini, Rosangela, 2011. "Top-down strategies based on adaptive fuzzy rule-based systems for daily time series forecasting," International Journal of Forecasting, Elsevier, vol. 27(3), pages 708-724, July.
    6. Asad Bukhari & Usman Qamar & Ume Ghazia, 2017. "URWF: user reputation based weightage framework for twitter micropost classification," Information Systems and e-Business Management, Springer, vol. 15(3), pages 623-659, August.
    7. Wang, Jie & Wang, Jun, 2016. "Forecasting energy market indices with recurrent neural networks: Case study of crude oil price fluctuations," Energy, Elsevier, vol. 102(C), pages 365-374.
    8. Azadeh, A. & Saberi, M. & Seraj, O., 2010. "An integrated fuzzy regression algorithm for energy consumption estimation with non-stationary data: A case study of Iran," Energy, Elsevier, vol. 35(6), pages 2351-2366.
    9. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    10. Myladis R. Cogollo & Gilberto González-Parra & Abraham J. Arenas, 2021. "Modeling and Forecasting Cases of RSV Using Artificial Neural Networks," Mathematics, MDPI, vol. 9(22), pages 1-20, November.
    11. Tea Šestanović & Josip Arnerić, 2021. "Neural network structure identification in inflation forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(1), pages 62-79, January.
    12. Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.
    13. Zaili Yang & Esin Erol Mehmed, 2019. "Artificial neural networks in freight rate forecasting," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 21(3), pages 390-414, September.
    14. Fhulufhelo Walter Mugware & Caston Sigauke & Thakhani Ravele, 2024. "Evaluating Wind Speed Forecasting Models: A Comparative Study of CNN, DAN2, Random Forest and XGBOOST in Diverse South African Weather Conditions," Forecasting, MDPI, vol. 6(3), pages 1-28, August.
    15. Hakob GRIGORYAN, 2015. "Stock Market Prediction using Artificial Neural Networks. Case Study of TAL1T, Nasdaq OMX Baltic Stock," Database Systems Journal, Academy of Economic Studies - Bucharest, Romania, vol. 6(2), pages 14-23, October.
    16. Jordan French, 2016. "Back to the Future Betas: Empirical Asset Pricing of US and Southeast Asian Markets," IJFS, MDPI, vol. 4(3), pages 1-13, July.
    17. Wang, Bin & Wang, Jun, 2020. "Energy futures and spots prices forecasting by hybrid SW-GRU with EMD and error evaluation," Energy Economics, Elsevier, vol. 90(C).
    18. Fabin Shi & Xiao-Qian Sun & Jinhua Gao & Zidong Wang & Hua-Wei Shen & Xue-Qi Cheng, 2021. "The prediction of fluctuation in the order-driven financial market," PLOS ONE, Public Library of Science, vol. 16(11), pages 1-15, November.
    19. Asad Bukhari & Usman Qamar & Ume Ghazia, 0. "URWF: user reputation based weightage framework for twitter micropost classification," Information Systems and e-Business Management, Springer, vol. 0, pages 1-37.
    20. Sutapa Chaudhuri & Arumita Roy Chowdhury, 2018. "Air quality index assessment prelude to mitigate environmental hazards," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 91(1), pages 1-17, March.

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