What are the effects of forecasting linear time series with neural networks?

• Autores: Carlos E. Pedreira, Marcelo C. Medeiros
• Localización: International journal of engineering intelligent systems for electrical engineering and communications, ISSN 0969-1170, Vol. 9, Nº 4, 2001, págs. 237-242
• Idioma: inglés
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• Dialnet Métricas: 1 Cita
• Resumen

  • This paper studies the performance of neural networks estimated with Bayesian regularization to model and forecast time series where the data generating process is in fact linear. A simulation experiment is carried out to compare the forecasts made by linear autoregressive models and neural networks. Keywords: Neural networks, Bayesian regularization, nonlinear forecasting, nonlinear time series