Building neural network forecasting models from time series ARIMA models: A procedure and a comparative analysis
Cubiles-de-la-VegaMaría-Dolores, Pino-MejíasRafael, Pascual-AcostaAntonio, Muñoz-GarcíaJoaquín · 2002
A procedure for designing a multilayer perceptron for predicting time series is proposed. It is based on the generation, according to a set of rules emerging from an ARIMA model previously fitted, ...