FORECASTING TIME SERIES WITH NEURAL NETWORKS: AN APPLICATION TO THE COLOMBIAN INFLATION PREDICCIÓN DE SERIES TEMPORALES CON REDES NEURONALES: UNA APLICACIÓN A LA INFLACIÓN COLOMBIANA

FORECASTING TIME SERIES WITH NEURAL NETWORKS: AN APPLICATION TO THE COLOMBIAN INFLATION PREDICCIÓN DE SERIES TEMPORALES CON REDES NEURONALES: UNA APLICACIÓN A LA INFLACIÓN COLOMBIANA

Evaluating the usefulness of neural network methods in predicting the Colombian Inflation is the main goal of this paper. The results show that neural networks forecasts can be considerably more accurate than forecasts obtained using exponential smoothing and SARIMA methods. Experimental results als...

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Bibliographic Details
Main Author: Santana Juan Camilo
Format: Article
Language:English
Published: Universidad Nacional de Colombia 2006-05-01
Series:Revista Colombiana de Estadística
Subjects:
Multilayer perceptron
SARIMA models
Exponencial smoothing
Combination of forecasts
Unobservable components
Online Access:http://www.revistas.unal.edu.co/index.php/estad/article/view/29171

Internet

http://www.revistas.unal.edu.co/index.php/estad/article/view/29171

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