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dc.contributor.authorAndreeski, Cvetko J.
dc.contributor.authorDimirovski, Georgi M.
dc.date.accessioned2015-08-24T11:39:45Z
dc.date.available2015-08-24T11:39:45Z
dc.date.issued2002
dc.identifier.citationANDREESKI, C.J., DIMIROVSKI, G.M. (2002). Time series in forecasting and decision: an experiment in elman nn models. In 2002 IEEE International Conference on Systems, Man and Cybernetics, Volume 1, pp. 392-397. Yasmine Hammamet, Tunisia, IEEE. http://dx.doi.org/10.1109/ICSMC.2002.1168006.en_US
dc.identifier.isbn0780374371
dc.identifier.issn08843627
dc.identifier.urihttp://dx.doi.org/10.1109/ICSMC.2002.1168006
dc.identifier.urihttp://hdl.handle.net/11376/2037
dc.description.abstractThe paper examines the role of analytical tools in analysis of economic statistical data (commonly referred to as econometry) and artificial neural network (ANN) models for time series processing in forecasting, decision and control. The emphasis is put on the comparative analysis of classical econometric approach of pattern recognition (Box-Jenkins approach) and neural network models, especially the class of recurrent ones and Elman ANN in particular. A comprehensive experiment in applying the latter modeling has been carried out, some specific applications software developed, and a number of benchmark series from the literature processed. This paper reports on comparison findings in favor of Elman ANN modeling, and on the use of a designed program package that encompasses routines for regression, ARIMA and ANN analysis of time series. The analysis is illustrated by two sample examples known as difficult to model via any technique.en_US
dc.language.isoengen_US
dc.publisherIEEEen_US
dc.relation.isversionof10.1109/ICSMC.2002.1168006en_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectAnalysis of Time Seriesen_US
dc.subjectDecisionen_US
dc.subjectFinancial Engineeringen_US
dc.subjectForecastingen_US
dc.subjectNeural Networksen_US
dc.subjectPatternsen_US
dc.titleTime series in forecasting and decision: an experiment in elman nn modelsen_US
dc.typeconferenceObjecten_US
dc.relation.journal2002 IEEE International Conference on Systems, Man and Cyberneticsen_US
dc.contributor.departmentDoğuş Üniversitesi, Mühendislik Fakültesi, Kontrol ve Otomasyon Mühendisliği Bölümüen_US
dc.identifier.volume1en_US
dc.identifier.startpage391en_US
dc.identifier.endpage396en_US


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