Detail publikace

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

ŠTENCL, M. POPELKA, O. ŠŤASTNÝ, J.

Anglický název

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

Typ

Článek recenzovaný mimo WoS a Scopus

Jazyk

en

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.

Klíčová slova anglicky

artificial neural networks, comparison study

Vydáno

2011-01-01

ISSN

1211-8516

Ročník

2011

Číslo

2

Strany od–do

347–352

Počet stran

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"
}