A NEURAL NETWORK MODEL FOR TIME-SERIES FORECASTING

被引:0
|
作者
Morariu, Nicolae [1 ]
Iancu, Eugenia [1 ]
Vlad, Sorin [1 ]
机构
[1] Stefan Cel Mare Univ Suceava, Econ Sci & Publ Adm Fac, Suceava, Romania
来源
关键词
time-series; pattern recognition; neural networks; multilayer perceptron; diagnostication; forecasting;
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
The paper presents some aspects regarding the use of pattern recognition techniques and neural networks for the activity evolution diagnostication and prediction by means of a set of indicators. Starting from the indicators set there is defined a measure on the patterns set, measure representing a scalar value that characterizes the activity analyzed at each time moment. A pattern is defined by the values of the indicators set at a given time. Over the classes set obtained by means of the classification and recognition techniques is defined a relation that allows the representation of the evolution from negative evolution towards positive evolution. For the diagnostication and prediction the following tools are used: pattern recognition and multilayer perceptron. The paper also presents the REFORME software written by the authors and the results of the experiment obtained with this software for macroeconomic diagnostication and prediction during the years 2003-2010.
引用
收藏
页码:213 / 223
页数:11
相关论文
共 50 条
  • [31] CONDITIONAL FORECASTING WITH A MULTIVARIATE TIME-SERIES MODEL
    VANDERKNOOP, HS
    ECONOMICS LETTERS, 1986, 22 (2-3) : 233 - 236
  • [32] Time-series forecasting
    Nikolopoulos, K
    INTERNATIONAL JOURNAL OF FORECASTING, 2003, 19 (04) : 754 - 755
  • [33] Time-series NARX feedback neural network for forecasting impedance cardiography ICG missing points: a predictive model
    Benouar, Sara
    Kedir-Talha, Malika
    Seoane, Fernando
    FRONTIERS IN PHYSIOLOGY, 2023, 14
  • [34] Evaluation of neural network models and quality forecasting based on process time-series data
    Wang, Zhu
    Liu, Laize
    Dong, Xiujuan
    Liu, Jiaxuan
    CANADIAN JOURNAL OF CHEMICAL ENGINEERING, 2024, 102 (04): : 1522 - 1537
  • [35] A local linear radial basis function neural network for financial time-series forecasting
    Nekoukar, Vahab
    Beheshti, Mohammad Taghi Hamidi
    APPLIED INTELLIGENCE, 2010, 33 (03) : 352 - 356
  • [36] A local linear radial basis function neural network for financial time-series forecasting
    Vahab Nekoukar
    Mohammad Taghi Hamidi Beheshti
    Applied Intelligence, 2010, 33 : 352 - 356
  • [37] Time-series forecasting
    Marett, R
    JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2003, 54 (10) : 1125 - 1126
  • [38] Robust Adaptive Rescaled Lncosh Neural Network Regression Toward Time-Series Forecasting
    Yang, Yang
    Zhou, Hu
    Wu, Jinran
    Ding, Zhe
    Tian, Yu-Chu
    Yue, Dong
    Wang, You-Gan
    IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS, 2023, 53 (09): : 5658 - 5669
  • [39] Messages are Never Propagated Alone: Collaborative Hypergraph Neural Network for Time-Series Forecasting
    Yin, Nan
    Shen, Li
    Xiong, Huan
    Gu, Bin
    Chen, Chong
    Hua, Xian-Sheng
    Liu, Siwei
    Luo, Xiao
    IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE, 2024, 46 (04) : 2333 - 2347
  • [40] A Multiscale Interactive Recurrent Network for Time-Series Forecasting
    Chen, Donghui
    Chen, Ling
    Zhang, Youdong
    Wen, Bo
    Yang, Chenghu
    IEEE TRANSACTIONS ON CYBERNETICS, 2022, 52 (09) : 8793 - 8803