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A Matlab Code for Univariate Time Series Forecasting

Listed author(s):
  • Shapour Mohammadi

    (University of Tehran)

  • Hossein Abbasi- Nejad

    (University of Tehran)

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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Software component provided by EconWPA in its series Computer Programs with number 0505001.

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Date of creation: 03 May 2005
Handle: RePEc:wpa:wuwppr:0505001
Note: Type of Document - pdf
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