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- Title
Pronóstico de series de tiempo con tendencia y ciclo estacional usando el modelo airline y redes neuronales artificiales.
- Authors
Velásquez, J. D.; Franco, C. J.
- Abstract
Many time series with trend and seasonal pattern are successfully modeled and forecasted by the airline model of Box and Jenkins; however, this model neglects the presence of nonlinearity on data. In this paper, we propose a new nonlinear version of the airline model; for this, we replace the moving average linear component by a multilayer perceptron neural network. The proposed model is used for forecasting two benchmark time series; we found that the proposed model is able to forecast the time series with more accuracy that other traditional approaches.
- Subjects
TIME series analysis; SEASONS; MATHEMATICAL models; ARTIFICIAL neural networks; NONLINEAR theories; ACCURACY; PERCEPTRONS; MACROECONOMICS
- Publication
Ingeniería y Ciencia, 2012, Vol 8, Issue 15, p171
- ISSN
1794-9165
- Publication type
Article