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A Matlab Code for Univariate Time Series Forecasting

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Author Info
Shapour Mohammadi (University of Tehran)
Hossein Abbasi- Nejad (University of Tehran)

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Abstract

This M-File forecasts univariate time series such as stock prices with a feedforward neural networks. It finds best (minimume RMSE) network automatically and uses early stopping method for solving overfitting problem.

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File URL: http://129.3.20.41/eps/prog/papers/0505/0505001.pdf
File Format: application/pdf
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Publisher Info
Software component provided by EconWPA in its series Computer Programs with number 0505001.

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Date of creation: 03 May 2005
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Handle: RePEc:wpa:wuwppr:0505001

Note: Type of Document - pdf
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Web page: http://129.3.20.41

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Related research
Keywords: Neural Networks; Time Series; Early Stopping; Forecasting;

Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions
C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics

Statistics
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This page was last updated on 2009-12-10.

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