FORECASTING WITH ARTIFICIAL NEURAL NETWORKS: THE STATE OF THE ART
By Guoqiang Zhang, B. Patuwo, M. Hu. 1998
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- Bernie Wang
- Jan Gasthaus
- Konstantinos Benidis
- Tim Januschowski
- Bryan Lim
- Syama Sundar Rangapuram
- David Salinas
- Danielle C. Maddix
Citations in the corpus
- DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks (2017, background): “2, is based on an autoregressive recurrent network architecture [9, 20].”
- Conditional Time Series Forecasting with Convolutional Neural Networks (2017, neutral): “specifying a particular model form in advance, see [28] or [4].”
- Groundwater level forecasting using artificial neural networks (2005, unknown): “Recurrent networks are the state of the art in nonlinear time series prediction, system identification, and temporal pattern classification (Zhang et al., 1998).”
- GluonTS: Probabilistic Time Series Models in Python (2019, result): “This led to mixed results compared with other local modeling approaches (Zhang et al., 1998).”
- Forecasting Nonlinear Crude Oil Futures Prices (2006, unknown): “…rely upon the classical regression assumptions, are capable of learning the structure of all kinds of patterns in a data set with a specified degree of accuracy, and can then use this structure to forecast values of the data [Swanson and White (1997), Zhang (1998), and Moshiri and Brown (2004).]”
- Forecasting Big Time Series: Old and New (2018, background): “In the 90s, Feedforward NNs were popular among forecasters [42] with applications in electrical load [28, 18], financial time series [7], and others [9].”
- Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization (2013, background): “Neural networks (NN) are an emergent technology with an increasing number of real-world applications including operational research (Lisboa and Vellido (2000) and Zhang et. al.”
- Forecasting Foreign Exchange Rates With Artificial Neural Networks: A Review (2004, unknown): “Finally, ANNs are nonlinear.(59) The idea of using ANNs for forecasting exchange rates is not new.”
- Avoiding Pitfalls in Neural Network Research (2007, background): “For this and other reasons [132], it is recommended that multiple output nodes be used for multistep forecasting situations .”