A hybrid forecasting approach using ARIMA models and self-organising fuzzy neural networks for capital markets
(2013)
Presentation / Conference
McDonald, S., Coleman, S., McGinnity, T., & Li, Y. (2013, August). A hybrid forecasting approach using ARIMA models and self-organising fuzzy neural networks for capital markets. Presented at International Joint Conference on Neural Networks, Dallas, US
Linear time series models, such as the autoregressive integrated moving average (ARIMA) model, are among the most popular statistical models used to forecast time series. In recent years non-linear computational models, such as artificial neural netw... Read More about A hybrid forecasting approach using ARIMA models and self-organising fuzzy neural networks for capital markets.