An Improved Time Series Forecasting Method Based on Ewma-Ann Mixed Model
Dong Zhang · Shuxue de shijian yu renshi · 2013
The paper proposed an improved method of forecasting time series based on exponential smoothing and BP neutral network.The method had sufficiently considered influence of the linear and nonlinear part of time series on prediction result,which is a more reasonable improvement of traditional hybrid model.In the last part of the paper,we predicted time series of Shanghai composite closing index by using five models and compared the forecasting accuracy of each model by mean square error of each model as standards.Furthermore, a relative most mean square error had computed from the proposed time series forecasting method.