A Matlab Code for Univariate Time Series Forecasting
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.
|Date of creation:||03 May 2005|
|Date of revision:|
|Note:||Type of Document - pdf|
|Contact details of provider:|| Web page: http://econwpa.repec.org|
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