A time-series forecasting performance comparison for neural networks with state space and ARIMA models

This research focuses on the development of an automated forecasting procedure that implement State Space (SS), Auto Regressive Integrated Moving Average (ARIMA), and Neural Networks (NN) to identify the best forecasting strategy for time series with numerous patterns. The proposed approach is appli...

Full description

Autores:
Soto-Ferrari, Milton
Escorcia-Caballero, Juan P.
Chams Anturi, Odette
Soto Ferrari, Milton
Tipo de recurso:
Article of journal
Fecha de publicación:
2020
Institución:
Corporación Universidad de la Costa
Repositorio:
REDICUC - Repositorio CUC
Idioma:
eng
OAI Identifier:
oai:repositorio.cuc.edu.co:11323/7635
Acceso en línea:
https://hdl.handle.net/11323/7635
https://repositorio.cuc.edu.co/
Palabra clave:
Forecasting
State space
ARIMA
Neural networks
Rights
openAccess
License
© IEOM Society International