• DocumentCode
    3529906
  • 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
  • fYear
    2009
  • fDate
    23-24 Aug. 2009
  • Firstpage
    264
  • Lastpage
    267
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • 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
  • Type

    conf

  • DOI
    10.1109/SWS.2009.5271810
  • Filename
    5271810