Dynamic Factor Model and Artificial Neural Network Models: To Combine Forecasts or Combine Models?

In this chapter, we evaluate the forecasting performance of the model combination and forecast combination of the dynamic factor model (DFM) and the artificial neural networks (ANNs). For the model combination, the factors that are extracted from a large dataset are used as additional input to the A...

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Autores:

Tipo de recurso:

Book

Fecha de publicación:

2018

Institución:

Universidad de Bogotá Jorge Tadeo Lozano

Repositorio:

Expeditio: repositorio UTadeo

Idioma:

eng

OAI Identifier:

oai:expeditiorepositorio.utadeo.edu.co:20.500.12010/16834

Acceso en línea:

https://www.intechopen.com/books/advanced-applications-for-artificial-neural-networks/dynamic-factor-model-and-artificial-neural-network-models-to-combine-forecasts-or-combine-models-
http://hdl.handle.net/20.500.12010/16834

Palabra clave:

Ingeniería de software
Red neuronal artificial
Modelo de factor dinámico
Modelo de red neuronal artificial con factor aumentado

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