DocumentCode
2489355
Title
A systematic solution for the NN3 Forecasting Competition problem based on an ensemble of MLP neural networks
Author
Adeodato, J.L. ; Vasconcelos, G.C. ; Arnaud, A.L. ; Cunha, R. C L V ; Monteiro, D. S M P
Author_Institution
NeuroTech Ltd. & Center for Inf., Fed. Univ. of Pernambuco, Recife
fYear
2008
fDate
8-11 Dec. 2008
Firstpage
1
Lastpage
4
Abstract
This work presents an award winning approach for solving the NN3 forecasting competition problem. It consisted of predicting 18 future values of 111 monthly short time series. This approach consists of applying the median value of a 15-MLP ensemble for predicting each time series. The system performed very well on test data, finishing as the second best solution of the competition with a SMAPE=16.17%.
Keywords
mathematics computing; multilayer perceptrons; time series; MLP neural network ensemble; NN3 forecasting competition problem; time series; Artificial neural networks; Finishing; Informatics; Neural networks; Performance analysis; Performance evaluation; Phase measurement; Predictive models; System testing; Time series analysis;
fLanguage
English
Publisher
ieee
Conference_Titel
Pattern Recognition, 2008. ICPR 2008. 19th International Conference on
Conference_Location
Tampa, FL
ISSN
1051-4651
Print_ISBN
978-1-4244-2174-9
Electronic_ISBN
1051-4651
Type
conf
DOI
10.1109/ICPR.2008.4761812
Filename
4761812
Link To Document