Artificial Neural Network Models For Time Series Smoothing And Holt Trend Analysis
Kazeem Olanrewaju Bankole, Felix G. Hamza-Lup, Ionut Emil Iacob · 2024
We show how to create Artificial Neural Network based models for performing time series exponential-like smoothing and the well-known Holt time series analysis. Our work fares well compared to the well known Holt time series analysis and prediction method, while avoiding the burden of searching for the parameters of the model. We present the theoretical justification of the connection between the two models and experimental results showing the similarities of these models.