Title :
Architecture design of artificial neural networks based on Box & Jenkins models for time series prediction
Author :
Diniz, Helio ; de Andrade, Luciano ; de Carvalho, André ; de Andrade, Marinho
Author_Institution :
Comput. Intelligence Lab., Sao Paulo Univ., Brazil
Abstract :
This paper reports the results of a neural architecture design approach for time series prediction. This approach applies some concepts of the Box-Jenkins (1970) method for data preprocessing and network design. The data used to verify the performance of these approaches were stock market time series of the Brazilian telecommunication company TELEBRAS
Keywords :
financial data processing; forecasting theory; neural net architecture; performance evaluation; stock markets; telecommunication; time series; Box-Jenkins models; Brazilian telecommunication company; TELEBRAS; artificial neural network design; data preprocessing; neural architecture design; performance verification; stock market; time series prediction; Accuracy; Artificial neural networks; Autocorrelation; Data mining; Decision support systems; Neural networks; Predictive models; Stochastic processes; Stock markets; Training data;
Conference_Titel :
Computational Intelligence and Multimedia Applications, 1999. ICCIMA '99. Proceedings. Third International Conference on
Conference_Location :
New Delhi
Print_ISBN :
0-7695-0300-4
DOI :
10.1109/ICCIMA.1999.798496
