期刊论文详细信息
Ingeniería y Ciencia | |
Forecasting of time series with trend and seasonal cycle using the airline model and artificial neural networks | |
Velásquez, J. D1  Franco, C. J1  | |
[1] Universidad Nacional de Colombia | |
关键词: prediction; nonlinear macroeconomics; SARIMA; multilayer perceptrons; | |
DOI : | |
学科分类:工程和技术(综合) | |
来源: Universidad E A F I T | |
【 摘 要 】
Many time series with trend and seasonal pattern are successfully modeled and forecasted by the airline model of Box and Jenkins; however, this model neglects the presence of nonlinearity on data. In this paper, we propose a new nonlinear version of the airline model; for this, we replace the moving average linear component by a multilayer perceptron neural network. The proposed model is used for forecasting two benchmark time series; we found that the proposed model is able to forecast the time series with more accuracy that other traditional approaches.
【 授权许可】
CC BY
【 预 览 】
Files | Size | Format | View |
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RO201911300112812ZK.pdf | 278KB | download |