In this work, we propose to use the Zoomed-Ranking approach to ranking and selecting Artificial Neural Network (ANN) models for time series forecasting. Given a time series to fo...
This paper deals with the application of a well-known neural network technique, multi-layer back-propagation (BP) neural network, in financial data mining. A modified neural networ...
This paper presents an study about a new Hybrid method GRASPES - for time series prediction, inspired in F. Takens theorem and based on a multi-start metaheuristic for combinatori...
Aranildo Rodrigues Lima Junior, Tiago Alessandro E...
The accuracy of a model to forecast a time series diminishes as the prediction horizon increases, in particular when the prediction is carried out recursively. Such decay is faster...