LAUSR.org creates dashboard-style pages of related content for over 1.5 million academic articles. Sign Up to like articles & get recommendations!

A Nonlinear Autoregressive Scheme for Time Series Prediction via Artificial Neural Networks

Photo from wikipedia

This article is devoted to a time series prediction scheme involving the nonlinear autoregressive algorithm and its applications. The scheme is implemented by means of an artificial neural network containing… Click to show full abstract

This article is devoted to a time series prediction scheme involving the nonlinear autoregressive algorithm and its applications. The scheme is implemented by means of an artificial neural network containing a hidden layer. As a training algorithm we use scaled conjugate gradient (SCG) method and the Bayesian regularization (BReg) method. The first method is applied to time series without noise, while the second one can also be applied for noisy datasets. We apply the suggested scheme for prediction of time series arising in oil and gas pricing using 50 and 100 past values. Results of numerical simulations are presented and discussed.

Keywords: series prediction; nonlinear autoregressive; time series; time

Journal Title: Journal of Computational Chemistry
Year Published: 2018

Link to full text (if available)


Share on Social Media:                               Sign Up to like & get
recommendations!

Related content

More Information              News              Social Media              Video              Recommended



                Click one of the above tabs to view related content.