Journal
NEUROCOMPUTING
Volume 72, Issue 4-6, Pages 1160-1178Publisher
ELSEVIER
DOI: 10.1016/j.neucom.2008.02.002
Keywords
Design of Experiment; Artificial Neural Network; Nonlinear time series
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In this study, the statistical methodology of Design of Experiments (DOE) was applied to better determine the parameters of an Artificial Neural Network (ANN) in a problem of nonlinear time series forecasting. Instead of the most common trial and error technique for the ANN's training, DOE was found to be a better methodology. The main motivation for this study was to forecast seasonal nonlinear time series-that is related to many real problems such as short-term electricity loads, daily prices and returns, water consumption, etc. A case study adopting this framework is presented for six time series representing the electricity load for industrial consumers of a production company in Brazil. (C) 2008 Elsevier B.V. All rights reserved.
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