Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/14844
Título: | Weighted cross-validation evolving artificial neural networks to forecast time series |
Autor(es): | Peralta Donate, Juan Cortez, Paulo Gutierrez Sanchez, German Sanchis de Miguel, Araceli |
Palavras-chave: | Evolutionary computation Genetic algorithms Artificial neural networks Time series Forecasting Ensembles |
Data: | Abr-2011 |
Editora: | Springer |
Revista: | Advances in Intelligent and Soft Computing |
Resumo(s): | Accurate time series forecasting is a key tool to support decision making and for planning our day to-day activities. In recent years, several Works in the literature have adopted evolving artificial neural networks (EANN) for forecasting applications. EANNs are particularly appealing due to their ability to model an unspecified non-linear relationship between time series variables. In this Work, a novel approach for EANN forecasting systems is proposed, where a weighted cross-validation is used to build an ensemble of neural networks. Several experiments Were held, using a set of six real-world time series (from different domains) and comparing both the weighted and standard cross-validation variants. Overall, the weighted cross-validation provided the best forecasting results. |
Tipo: | Artigo em ata de conferência |
URI: | https://hdl.handle.net/1822/14844 |
ISBN: | 978-3-642-19643-0 |
DOI: | 10.1007/978-3-642-19644-7_16 |
ISSN: | 1867-5662 |
Versão da editora: | http://www.springerlink.com/index/JN5578W43455W60Q.pdf |
Arbitragem científica: | yes |
Acesso: | Acesso aberto |
Aparece nas coleções: | CAlg - Artigos em revistas internacionais / Papers in international journals DSI - Engenharia da Programação e dos Sistemas Informáticos |