A comparison of time series forecasting between artificial neural networks and Box and Jenkins methods

Abstract:

This paper deals with a comparison between Box and Jenkins methodologies and Artificial Neural Networks on time series forecasting. ARIMA and Transfer Function Models are compared with Neural Network Models. Performance of the building models are analysed using comparative criteria during the pbkp_rediction and fitness stage.

Año de publicación:

2004

Keywords:

• Neo-fuzzy neuron
• Forecasting time series
• Transfer function model
• Box and Jenkins methodology
• ARIMA model
• Artificial Neural Network

Fuente:

scopus