Time series forecasting with neural network ensembles: an application for exchange rate prediction
Time series forecasting with neural network ensembles: an application for exchange rate prediction
About this item
Full title
Author / Creator
Publisher
London: Taylor & Francis
Journal title
Language
English
Formats
Publication information
Publisher
London: Taylor & Francis
Subjects
More information
Scope and Contents
Contents
This paper investigates the use of neural network combining methods to improve time series forecasting performance of the traditional single keep-the-best (KTB) model. The ensemble methods are applied to the difficult problem of exchange rate forecasting. Two general approaches to combining neural networks are proposed and examined in predicting th...
Alternative Titles
Full title
Time series forecasting with neural network ensembles: an application for exchange rate prediction
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_jstor_primary_254277
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_jstor_primary_254277
Other Identifiers
ISSN
0160-5682
E-ISSN
1476-9360
DOI
10.1057/palgrave.jors.2601133
