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TitleA neural network based time series forecasting system
Author(s)Cortez, Paulo
Rocha, Miguel
Machado, José Manuel
Neves, José
KeywordsTime series
Neural networks
Logic programming
Issue date1995
CitationIEEE INTERNATIONAL CONFERENCE ON NEURAL NETWORKS (ICNN'95), Perth, 1995 – “Proceedings of ICNN'95”. Piscataway : IEEE Computer Society, 1995. ISBN 0-7803-2769-1. vol. 5, p. 2689-2693.
Abstract(s)The Neural Network (NN) arena has suffered in the past years a remarkable development as one of the novel fields for Artificial Intelligence (AI). Time Series Analysis (TSA) based on models of the variability of observations by postulating trends and cyclic effects, with a view to understand the cause of variation and to improve forecasting, suggests the use of NNs that do something like, what is called in statistics, Principal Component Analysis (PCA). The purpose of this work is to present a logical based NN system, along with: (i) Time Series Forecasting (TSF), with its characteristics of strong noise component and non-linearity in data, showing itself as a field in which the use of NN's stuff is particularly advisable; (ii) PCA rules, organized in a default hierarchy as logical theories, competing with one another for the right to represent a particular situation or to predict its successors; i.e., assisting in the process of choosing the best network to forecast each series. Some trials will be conducted, and the basic performance measures used as baselines for comparison with other methods.
TypeConference paper
Publisher version "This material is presented to ensure timely dissemination of scholarly and technical work. Copyright and all rights therein are retained by authors or by other copyright holders. All persons copying this information are expected to adhere to the terms and constraints invoked by each author's copyright. In most cases, these works may not be reposted without the explicit permission of the copyright holder."
AccessOpen access
Appears in Collections:CAlg - Artigos em livros de atas/Papers in proceedings
DI/CCTC - Artigos (papers)
DSI - Engenharia da Programação e dos Sistemas Informáticos

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