Automatic identification of ARIMA models with neural network
  • Metaadatok
Tartalom: https://pp.bme.hu/tr/article/view/1822
Archívum: PP Transportation Engineering
Gyűjtemény: Articles
Cím:
Automatic identification of ARIMA models with neural network
Létrehozó:
Lénárt, Balázs
Kiadó:
Budapest University of Technology and Economics
Dátum:
2011-01-01
Téma:
Neural Network; ARIMA; identification
Tartalmi leírás:
The paper investigates an artificial intelligence based demand forecasting method. A neural network driven automatic ARIMA model identification is being introduced. The limitations of the current methods are shown and a new identification concept is presented. It is being discussed that the model identification with a neural network is less sensitive to input errors through its intuitive capability, additionally after a certain number of training steps the algorithm is able to identify time series with unknown characteristics.
Nyelv:
angol
Típus:
info:eu-repo/semantics/article
Peer-reviewed Article
info:eu-repo/semantics/publishedVersion
Formátum:
application/pdf
Azonosító:
10.3311/pp.tr.2011-1.07
Forrás:
Periodica Polytechnica Transportation Engineering; Vol. 39, No. 1 (2011); 39-42
Kapcsolat:
Létrehozó:
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