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Time Series Modeling with Deep Neural Networks

In: MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS

Author

Listed:
  • Çağatay Bal
  • Çağdaş Hakan Aladağ

Abstract

Deep neural networks are the latest among powerful artificial intelligence tools. As advanced forms of artificial neural networks, deep nets can be used in various fields and also time series forecasting. Time series forecasting is a major domain which extends to almost all problem-wise applications. Because of this reason, powerful tools as deep networks have become the perfect tools with their modular structure for time series forecasting. In this study, starting from shallow neural networks to advanced deep networks, including convolutional nets and long short-term memories, in-depth analytics are investigated and their results are given with applications and Python codes.

Suggested Citation

  • Çağatay Bal & Çağdaş Hakan Aladağ, 2022. "Time Series Modeling with Deep Neural Networks," World Scientific Book Chapters, in: Çağdaş Hakan Aladağ & Nihan Potas (ed.), MODELING AND ADVANCED TECHNIQUES IN MODERN ECONOMICS, chapter 9, pages 187-209, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9781800611757_0009
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    Keywords

    Harmonic Regression; Periodograms; Consumer Price Index; Food Inflation; Turkey; Gaussian Distribution; Europe Union; GDP; Panel Data; Spatial Regression; Measurement Errors; Nonlinear Time Series; Chaotic Time Series; Weibull Distribution; Location Parameters; Fiducial Approach; Hypothesis Testing; Green Swan; Financial Stability; Annex II Countries; Financial Time Series; Kernels; Stock Index; Machine Learning; Statistical Learning; Optimization; WSAR Algorithm; Deep Neural Networks; Phyton; Parameter Estimation; COVID-19; Clustering Analyses; Artificial Neural Networks; Performance Criteria; Time Series Forecasting; Statistical Inference;
    All these keywords.

    JEL classification:

    • C5 - Mathematical and Quantitative Methods - - Econometric Modeling
    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
    • C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques

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