Automatic identification of ARIMA models with neural network
| Autor: | Balázs Lénárt |
|---|---|
| Rok vydání: | 2011 |
| Předmět: |
Engineering
Series (mathematics) Artificial neural network business.industry Time delay neural network Mechanical Engineering System identification Aerospace Engineering Demand forecasting Machine learning computer.software_genre Identification (information) Modeling and Simulation Automotive Engineering Artificial intelligence Autoregressive integrated moving average Data mining Time series business computer |
| Zdroj: | Periodica Polytechnica Transportation Engineering. 39:39 |
| ISSN: | 1587-3811 0303-7800 |
| DOI: | 10.3311/pp.tr.2011-1.07 |
| Popis: | The paper investigates an artificial intelligence based demand forecasting method. A neural network driven automatic ARIMA model identification is being introduced. The limitations of the current methods are shown and a new identification concept is presented. It is being discussed that the model identification with a neural network is less sensitive to input errors through its intuitive capability, additionally after a certain number of training steps the algorithm is able to identify time series with unknown characteristics. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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