Signal processing and neural network models for economic time series.
Dušan Marček · European Society for Fuzzy Logic and Technology Conference · 2003
The paper is devoted to the presentation of methods of economic time series analysis and modelling using the Box-Jenkins methodology, the signal processing approach and the feedforward conventional/fuzzy neural network technique. Some results on our research on time series modelling with emphasis on potential improving forecast accuracy are presented here. The assessment of the particular models has been made using the root mean square error.