ISSN:
1433-3058
Keywords:
Neural network
;
Time series forecasting
;
Backpropagation
;
Conjugate gradients
;
Autocorrelation error
;
Post-processing
;
Sunspot series
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract Neural network time series forecasting error comprises autocorrelation error, due to an imperfect model, and random noise, inherent in the data. Both problems are addressed here, the first using a two stage training, growth-network neuron: the autocorrelation error (ACE) neuron. The second is considered as a post-processing noise filtering problem. These techniques are applied in forecasting the sunspot time series, with comparison of stochastic, BFGS and conjugate gradient solvers.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02098741
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