Title :
The Comparative Study on Linear and Non-Linear Forecast-Combination Methods Based on Neural Network
Author :
Han Dongmei ; Niu Wen-qing ; Yu Changrui
Author_Institution :
Sch. of Inf. Manage. & Eng., Shanghai Univ. of Finance & Econ., Shanghai
Abstract :
Using optimal weighted combination model and neural network model, this paper compares the performance of the linear and non-linear forecast combining methods. The empirical study reveals that the non-linear methods simulated by neural network are superior. Finally, the paper analyzes the reasons from mechanism aspect.
Keywords :
economics; forecasting theory; neural nets; economics; linear forecast-combination method; neural network; nonlinear forecast-combination method; optimal weighted combination model; Artificial neural networks; Covariance matrix; Economic forecasting; Engineering management; Finance; Financial management; Information management; Neural networks; Predictive models; Vectors;
Conference_Titel :
Wireless Communications, Networking and Mobile Computing, 2007. WiCom 2007. International Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-1311-9
DOI :
10.1109/WICOM.2007.1380
