DocumentCode :
389659
Title :
A combination of traditional time series forecasting models with fuzzy learning neural networks
Author :
Wen, Chang-yang ; Yao, Min
Author_Institution :
Dept. of Comput. Sci., Zhejiang Univ., Hangzhou, China
Volume :
1
fYear :
2002
fDate :
2002
Firstpage :
21
Abstract :
Discusses a combined model of three traditional time series forecasting (TSF) models, which involves a regression model, an exponential smoothing model and a gray forecasting model, using neural networks (NNs) to assemble them based on a fuzzy learning algorithm. Finally we represent an example of a TSF financial application in telecom enterprises to show its improvement in forecasting accuracy.
Keywords :
finance; forecasting theory; fuzzy neural nets; grey systems; learning (artificial intelligence); time series; exponential smoothing model; forecasting accuracy; fuzzy learning neural networks; gray forecasting model; regression model; telecom enterprises; traditional time series forecasting; Assembly; Computational modeling; Computer science; Electronic mail; Fuzzy neural networks; Genetic algorithms; Neural networks; Predictive models; Smoothing methods; Telecommunications;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Machine Learning and Cybernetics, 2002. Proceedings. 2002 International Conference on
Print_ISBN :
0-7803-7508-4
Type :
conf
DOI :
10.1109/ICMLC.2002.1176700
Filename :
1176700
Link To Document :
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