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Neural network forecasting for seasonal and trend time series

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  • Zhang, G. Peter
  • Qi, Min

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  • Zhang, G. Peter & Qi, Min, 2005. "Neural network forecasting for seasonal and trend time series," European Journal of Operational Research, Elsevier, vol. 160(2), pages 501-514, January.
  • Handle: RePEc:eee:ejores:v:160:y:2005:i:2:p:501-514
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    References listed on IDEAS

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    1. Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L, 1996. "Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 396-397, July.
    2. Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L, 1996. "Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 374-386, July.
    3. Bell, William R & Hillmer, Steven C, 1984. "Issues Involved with the Seasonal Adjustment of Economic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 291-320, October.
    4. 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.
    5. Franses, Philip Hans, 1996. "Recent Advances in Modelling Seasonality," Journal of Economic Surveys, Wiley Blackwell, vol. 10(3), pages 299-345, September.
    6. Goodrich, Robert L., 2000. "The Forecast Pro methodology," International Journal of Forecasting, Elsevier, vol. 16(4), pages 533-535.
    7. Gorr, Wilpen L., 1994. "Editorial: Research prospective on neural network forecasting," International Journal of Forecasting, Elsevier, vol. 10(1), pages 1-4, June.
    8. Hylleberg, Svend, 1986. "Seasonality in Regression," Elsevier Monographs, Elsevier, edition 1, number 9780123634559 edited by Shell, Karl, December.
    9. Franses, Philip Hans & Draisma, Gerrit, 1997. "Recognizing changing seasonal patterns using artificial neural networks," Journal of Econometrics, Elsevier, vol. 81(1), pages 273-280, November.
    10. Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.
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