RSS

‘Simple’ neural networks for forecasting by Bruce Curry

21 Dec

‘Simple’ neural networks for forecasting by Bruce Curry

Abstract

In a recent article in this journal Hwarng and Ang (HA) introduce what they describe as a ‘simple’ neural network for time
series forecasting. It is argued here that the approach is better described as logistic regressionapplied ina time-series context.
However, the HA model cannot be implemented through the standard LOGIT technique for handling qualitative dependent
variables. Nor is it same as the logistic di8erence equationused inpopulationbiology. Infact, it seems to have no ‘pedigree’
in the time-series literature. The paper explores the dynamic properties of the model. Chaotic behaviour will not arise, and
stability, especially inthe 9rst-order case, is quite likely.
Keywords: Neural network; Forecasting; Perceptron; Logistic; Stability

Full text please visit : https://dl-web.dropbox.com/get/Applied%20Mathematics/001.%20Simple%E2%80%99%20neural%20networks%20for%20forecasting.pdf?w=57fa812a

 

Advertisements
 
Leave a comment

Posted by on December 21, 2012 in Bahan Kuliah

 

Tags: ,

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

w

Connecting to %s

 
%d bloggers like this: