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ANNEARLY: MATLAB function to forecast univariate time series

Author

Listed:
  • Shapour Mohammadi

    (University of Tehran)

Programming Language

MATLAB

Abstract

This M-File forecasts univariate time series such as stock prices with a feedforward neural network. It finds the best (minimum RMSE) network automatically. It is revised for the replacement of obsolete functions of Matlab with the new functions.

Suggested Citation

  • Shapour Mohammadi, 2020. "ANNEARLY: MATLAB function to forecast univariate time series," Statistical Software Components T7415014, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:t741514
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/a/annearly.m
    File Function: program file
    Download Restriction: no
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