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An investigation of neural networks for linear time-series forecasting. (English) Zbl 0980.91065

Summary: This study examines the capability of neural networks for linear time-series forecasting. Using both simulated and real data, the effects of neural network factors such as the number of input nodes and the number of hidden nodes as well as the training sample size are investigated. Results show that neural networks are quite competent in modeling and forecasting linear time series in a variety of situations and simple neural network structures are often effective in modeling and forecasting linear time series.

MSC:

91B84 Economic time series analysis
68T05 Learning and adaptive systems in artificial intelligence
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