Publication result detail

Comparison of time series forecasting with artificial neural network and statistical approach

ŠTENCL, M.; POPELKA, O.; ŠŤASTNÝ, J.

Original Title

Comparison of time series forecasting with artificial neural network and statistical approach

English Title

Comparison of time series forecasting with artificial neural network and statistical approach

Type

Peer-reviewed article not indexed in WoS or Scopus

Original Abstract

The experiment described in this paper consists of a comparison of results computed by Multi-layer perceptron network with different learning algorithms previously published and results computed with different types of ARMA models. For the network configuration an analytical approach has been applied through the cross-validation method. We performed an exact comparison of both approaches on real-world data set. Results of two types of artificial neural network learning algorithms are compared with two algorithms of statistical prediction of future values.

English abstract

The experiment described in this paper consists of a comparison of results computed by Multi-layer perceptron network with different learning algorithms previously published and results computed with different types of ARMA models. For the network configuration an analytical approach has been applied through the cross-validation method. We performed an exact comparison of both approaches on real-world data set. Results of two types of artificial neural network learning algorithms are compared with two algorithms of statistical prediction of future values.

Keywords

artificial neural networks, comparison study

Key words in English

artificial neural networks, comparison study

Authors

ŠTENCL, M.; POPELKA, O.; ŠŤASTNÝ, J.

RIV year

2012

Released

01.01.2011

ISBN

1211-8516

Periodical

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis

Volume

2011

Number

2

State

Czech Republic

Pages from

347

Pages to

352

Pages count

6

BibTex

@article{BUT74810,
  author="Michael {Štencl} and Ondřej {Popelka} and Jiří {Šťastný}",
  title="Comparison of time series forecasting with artificial neural network and statistical approach",
  journal="Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis",
  year="2011",
  volume="2011",
  number="2",
  pages="347--352",
  issn="1211-8516"
}