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ŠTENCL, M. POPELKA, O. ŠŤASTNÝ, J.
Original Title
Comparison of time series forecasting with artificial neural network and statistical approach
Type
journal article - other
Language
English
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.
Keywords
artificial neural networks, comparison study
Authors
ŠTENCL, M.; POPELKA, O.; ŠŤASTNÝ, J.
RIV year
2011
Released
1. 1. 2011
ISBN
1211-8516
Periodical
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
Year of study
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" }