A Matlab Code for Univariate Time Series Forecasting
AbstractThis 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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Bibliographic InfoSoftware component provided by EconWPA in its series Computer Programs with number 0505001.
Date of creation: 03 May 2005
Date of revision:
Note: Type of Document - pdf
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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; Dynamic Treatment Effect Models
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
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