Statistical Processing and Neural Network Models for Economic Time Series

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19240%2F10%3A%230003231" target="_blank" >RIV/47813059:19240/10:#0003231 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Statistical Processing and Neural Network Models for Economic Time Series
Original language description
The paper is devoted to the presentation of methods of economic time series analysis and modelling using the Box-Jenkins methodology, the signal processing approach and the feedforward conventional/fuzzy neural network technique. Some results on our research on time series modelling with emphasis on potential improving forecast accuracy are presented here. The assessment of the particular models has been made using the root mean square error
Czech name
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Czech description
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Project
<a href="/en/project/GA402%2F08%2F0022" target="_blank" >GA402/08/0022: The Latest Intelligent Methodologies for Economic Time Series Modelling and Forecasting</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
TCB 2010 - Int. Conference Technical Computing Bratislava 2010
ISBN
978-80-970519-0-7
ISSN
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e-ISSN
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Number of pages
5
Pages from-to
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Publisher name
Humusoft s.r.o. Praha, Systémy průmyslové informatiky, s.r.o. Bratislava
Place of publication
Bratislava
Event location
Bratislava
Event date
Jan 1, 2010
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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