کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
407950 678238 2011 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A novel neural network ensemble architecture for time series forecasting
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر هوش مصنوعی
پیش نمایش صفحه اول مقاله
A novel neural network ensemble architecture for time series forecasting
چکیده انگلیسی

We propose a novel homogeneous neural network ensemble approach called Generalized Regression Neural Network (GEFTS–GRNN) Ensemble for Forecasting Time Series, which is a concatenation of existing machine learning algorithms. GEFTS uses a dynamic nonlinear weighting system wherein the outputs from several base-level GRNNs are combined using a combiner GRNN to produce the final output. We compare GEFTS with the 11 most used algorithms on 30 real datasets. The proposed algorithm appears to be more powerful than existing ones. Unlike conventional algorithms, GEFTS is effective in forecasting time series with seasonal patterns.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Neurocomputing - Volume 74, Issue 18, November 2011, Pages 3855–3864
نویسندگان
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