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Multi-Step-Ahead Prediction with Neural Networks

Author

Listed:
  • Boné, Romuald

    (Université Tours)

  • Crucianu, Michel

    (Conservatoire National des Arts et Métiers)

Abstract

We review existing approaches in using neural networks for solving multi-stepahead prediction problems. A few experiments allow us to further explore the relationship between the ability to learn longer-range dependencies and performance in multi-step-ahead prediction. We eventually focus on characteristics of various multi-step-ahead prediction problems that encourage us to prefer one method over another.

Suggested Citation

  • Boné, Romuald & Crucianu, Michel, 2004. "Multi-Step-Ahead Prediction with Neural Networks," European Journal of Economic and Social Systems, Lavoisier, vol. 17(1-2), pages 85-98.
    • Handle: RePEc:ris:ejessy:0132
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    More about this item

    Keywords

    Time Series Prediction; Neural Networks; Multi-step-ahead Prediction; Longrange Dependencies;
    All these keywords.

    JEL classification:

    • C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics

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