Publication detail
Comparison of time series forecasting with artificial neural network and statistical approach
ŠTENCL, M. POPELKA, O. ŠŤASTNÝ, J.
Czech 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
journal article - other
Language
en
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.
Czech abstract
Experiment popsaný v příspěvku sestává z porovnání výsledků získaných pomocí neuronové sítě MLP trénované různými učícími algoritmy a výsledků získaných pomocí různých typů ARMA modelů. Oba uvedené přístupy byly porovnány na reálných datových souborech. Výsledky dvou typů učících algoritmů neuronové sítě byly porovnány se dvěma algoritmy pro statistickou predikci dat.
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 in Czech
Umělé neuronové sítě, Komparační studie
Keywords in English
artificial neural networks, comparison study
RIV year
2011
Released
01.01.2011
ISSN
1211-8516
Volume
2011
Number
2
Pages from–to
347–352
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",
year="2011",
volume="2011",
number="2",
month="January",
pages="347--352",
issn="1211-8516"
}