4.2 Article

An Empirical Comparison of Machine Learning Models for Time Series Forecasting

相关参考文献

注意:仅列出部分参考文献,下载原文获取全部文献信息。
Article Economics

Tests of conditional predictive ability

Raffaella Giacomini et al.

ECONOMETRICA (2006)

Article Economics

Building neural network models for time series: A statistical approach

MC Medeiros et al.

JOURNAL OF FORECASTING (2006)

Article Economics

The M3 competition: Statistical tests of the results

AJ Koning et al.

INTERNATIONAL JOURNAL OF FORECASTING (2005)

Article Management

Neural network forecasting for seasonal and trend time series

GP Zhang et al.

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2005)

Article Economics

Damping seasonal factors: Shrinkage estimators for the X-12-ARIMA program

DM Miller et al.

INTERNATIONAL JOURNAL OF FORECASTING (2004)

Article Computer Science, Artificial Intelligence

Experimentally optimal nu in support vector regression for different noise models and parameter settings

A Chalimourda et al.

NEURAL NETWORKS (2004)

Article Computer Science, Artificial Intelligence

Practical selection of SVM parameters and noise estimation for SVM regression

V Cherkassky et al.

NEURAL NETWORKS (2004)

Article Computer Science, Artificial Intelligence

Pricing and hedging derivative securities with neural networks:: Bayesian regularization, early stopping, and bagging

R Gençay et al.

IEEE TRANSACTIONS ON NEURAL NETWORKS (2001)

Article Economics

The M3-Competition: results, conclusions and implications

S Makridakis et al.

INTERNATIONAL JOURNAL OF FORECASTING (2000)

Article Economics

Automatic neural network modeling for univariate time series

SD Balkin et al.

INTERNATIONAL JOURNAL OF FORECASTING (2000)