DocumentCode :
2777210
Title :
Forecasting Economic Time Series Using Modular Neural Networks and the Fuzzy Sugeno Integral as Response Integration Method
Author :
Melin, Patricia ; Urias, Jerica ; Quintero, Jassiny ; Ramirez, M. ; Blanchet, Omar
Author_Institution :
Tijuana Inst. of Technol., Tijuana
fYear :
0
fDate :
0-0 0
Firstpage :
4363
Lastpage :
4368
Abstract :
We describe in this paper the application of several neural network architectures to the problem of simulating and predicting the dynamic behavior of complex economic time series. We use several neural network models and training algorithms to compare the results and decide at the end, which one is best for this application. We also compare the simulation results with the traditional approach of using a statistical model. In this case, we use real time series of prices of consumer goods to test our models. Real prices of tomato and green onion in the U.S. show complex fluctuations in time and are very complicated to predict with traditional approaches. For this reason, we have chosen a neural network approach to simulate and predict the evolution of these prices in the U.S. market.
Keywords :
economics; forecasting theory; fuzzy set theory; neural nets; time series; economic time series forecasting; fuzzy Sugeno integral; modular neural networks; response integration method; Biological neural networks; Chaos; Computer architecture; Economic forecasting; Environmental economics; Fluctuations; Fuzzy neural networks; Neural networks; Predictive models; Testing;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Neural Networks, 2006. IJCNN '06. International Joint Conference on
Conference_Location :
Vancouver, BC
Print_ISBN :
0-7803-9490-9
Type :
conf
DOI :
10.1109/IJCNN.2006.247034
Filename :
1716703
Link To Document :
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