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Model combination in neural-based forecasting

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  • Freitas, Paulo S.A.
  • Rodrigues, Antonio J.L.

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  • Freitas, Paulo S.A. & Rodrigues, Antonio J.L., 2006. "Model combination in neural-based forecasting," European Journal of Operational Research, Elsevier, vol. 173(3), pages 801-814, September.
    • Handle: RePEc:eee:ejores:v:173:y:2006:i:3:p:801-814
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    References listed on IDEAS

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    1. Nelson, Charles R & Kang, Heejoon, 1981. "Spurious Periodicity in Inappropriately Detrended Time Series," Econometrica, Econometric Society, vol. 49(3), pages 741-751, May.
    2. Pollock, D. S. G., 2003. "Recursive estimation in econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 37-75, October.
    3. Hart, Jeffrey D., 1989. "Differencing as an approximate de-trending device," Stochastic Processes and their Applications, Elsevier, vol. 31(2), pages 251-259, April.
    4. Alain Guay & Pierre Saint-Amant, 2005. "Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?," Annals of Economics and Statistics, GENES, issue 77, pages 133-155.
    5. Diebold & Senhadji, "undated". "Deterministic vs. Stochastic Trend in U.S. GNP, Yet Again," Home Pages _054, University of Pennsylvania.
    6. A. Bagirov & A. Rubinov & N. Soukhoroukova & J. Yearwood, 2003. "Unsupervised and supervised data classification via nonsmooth and global optimization," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 11(1), pages 1-75, June.
    7. Zhang, Guoqiang & Eddy Patuwo, B. & Y. Hu, Michael, 1998. "Forecasting with artificial neural networks:: The state of the art," International Journal of Forecasting, Elsevier, vol. 14(1), pages 35-62, March.
    8. Chan, K Hung & Hayya, Jack C & Ord, J Keith, 1977. "A Note on Trend Removal Methods: The Case of Polynomial Regression versus Variate Differencing," Econometrica, Econometric Society, vol. 45(3), pages 737-744, April.
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    Cited by:

    1. Cang, Shuang & Yu, Hongnian, 2014. "A combination selection algorithm on forecasting," European Journal of Operational Research, Elsevier, vol. 234(1), pages 127-139.
    2. Bozos, Konstantinos & Nikolopoulos, Konstantinos, 2011. "Forecasting the value effect of seasoned equity offering announcements," European Journal of Operational Research, Elsevier, vol. 214(2), pages 418-427, October.
    3. Wong, W.K. & Xia, Min & Chu, W.C., 2010. "Adaptive neural network model for time-series forecasting," European Journal of Operational Research, Elsevier, vol. 207(2), pages 807-816, December.
    4. Kung, Ling-Ming & Yu, Shang-Wu, 2008. "Prediction of index futures returns and the analysis of financial spillovers--A comparison between GARCH and the grey theorem," European Journal of Operational Research, Elsevier, vol. 186(3), pages 1184-1200, May.

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