Time series forecasting by combining RBF networks, certainty factors, and the Box-Jenkins model

DK Wedding II, KJ Cios - Neurocomputing, 1996 - Elsevier
DK Wedding II, KJ Cios
Neurocomputing, 1996Elsevier
A method is described for using Radial Basis Function (RBF) neural networks to generate
certainty factors along with normal output. When RBF output with low certainty factors values
are discarded, the overall accuracy of the network is increased. In this paper, RBF networks
are used in a time series application. The RBF neural networks are trained to generate both
time series forecasts and certainty factors. Their output is then combined with the Univariant
Box-Jenkins (UBJ) models to predict future values of data. This combination approach is …
A method is described for using Radial Basis Function (RBF) neural networks to generate certainty factors along with normal output. When RBF output with low certainty factors values are discarded, the overall accuracy of the network is increased. In this paper, RBF networks are used in a time series application. The RBF neural networks are trained to generate both time series forecasts and certainty factors. Their output is then combined with the Univariant Box-Jenkins (UBJ) models to predict future values of data. This combination approach is shown to improve the overall reliability of time series forecasting. Three possible methods for combining the two forecasts into one hybrid forecast are discussed.
Elsevier
以上显示的是最相近的搜索结果。 查看全部搜索结果