Detail publikačního výsledku

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

ŠTENCL, M.; POPELKA, O.; ŠŤASTNÝ, J.

Originální název

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

Anglický název

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

Druh

Článek recenzovaný mimo WoS a Scopus

Originální abstrakt

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.

Anglický abstrakt

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.

Klíčová slova

artificial neural networks, comparison study

Klíčová slova v angličtině

artificial neural networks, comparison study

Autoři

ŠTENCL, M.; POPELKA, O.; ŠŤASTNÝ, J.

Rok RIV

2012

Vydáno

01.01.2011

ISSN

1211-8516

Periodikum

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis

Svazek

2011

Číslo

2

Stát

Česká republika

Strany od

347

Strany do

352

Strany počet

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"
}