Detail publikace

Time Series Forecasting Using Artificial Neural Network

VARYŠOVÁ, T.

Originální název

Time Series Forecasting Using Artificial Neural Network

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

The paper aims to verify the ability of artificial neural networks to model and predict time series with seasonal and trend pattern. In this study the effectiveness of data preprocessing and time series analysis is examined, especially deseasonalization and detrending as a basis for further neural network modelling and forecasting. In this paper it is proved that using deseasonalization as data preprocessing method, the best neural network performance is reached with respect to smallest Mean Squared Error showing the difference between outputs and targets. In general the research shows that prior data preprocessing enhances preciseness of further neural network prediction.

Klíčová slova

Time series; seasonal and trend decomposition; forecasting; neural network

Autoři

VARYŠOVÁ, T.

Rok RIV

2015

Vydáno

7. 5. 2015

Nakladatel

International Business Information Management Association (IBIMA)

Místo

Amsterdam

ISBN

978-0-9860419-4-5

Kniha

Proceedings of the 25th International Business Information Management Association Conference

Strany od

527

Strany do

535

Strany počet

9

BibTex

@inproceedings{BUT115320,
  author="Tereza {Šustrová}",
  title="Time Series Forecasting Using Artificial Neural Network",
  booktitle="Proceedings of the 25th International Business Information Management Association Conference",
  year="2015",
  pages="527--535",
  publisher="International Business Information Management Association (IBIMA)",
  address="Amsterdam",
  isbn="978-0-9860419-4-5"
}