Title : 
Time series forecasting using multilayer neural network constructed by a Monte-Carlo based algorithm
         
        
            Author : 
Xin, Peiming ; Zhao, Hong
         
        
            Author_Institution : 
Phys. Dept., Xiamen Univ., Xiamen, China
         
        
        
        
        
        
            Abstract : 
In this paper we use a multilayer neural network (MNN) constructed by a Monte Carlo based algorithm to forecast time series events. Experiments are carried out on two benchmark problems in time series forecasting literature. Our result shows a comparative performance with other prediction methods. In our approach, a multilayer neural network with high level of generalization ability is obtained without sensible choice of external parameters.
         
        
            Keywords : 
Monte Carlo methods; feedforward neural nets; forecasting theory; time series; Monte Carlo based algorithm; multilayer neural network; time series forecasting; Artificial neural networks; Feedforward neural networks; Feedforward systems; Monte Carlo methods; Multi-layer neural network; Neural networks; Physics; Prediction methods; Risk management; Support vector machines;
         
        
        
        
            Conference_Titel : 
Web Society, 2009. SWS '09. 1st IEEE Symposium on
         
        
            Conference_Location : 
Lanzhou
         
        
            Print_ISBN : 
978-1-4244-4157-0
         
        
            Electronic_ISBN : 
978-1-4244-4158-7
         
        
        
            DOI : 
10.1109/SWS.2009.5271810