A LINEAR-NEURAL HYBRID MODEL FOR ANALYSIS AND FORECASTING OF TIME-SERIES / MODELO HÍBRIDO LINEAR-NEURAL PARA ANÁLISE E PREVISÃO DE SÉRIES TEMPORAIS

AUTOR(ES)

MARCELO CUNHA MEDEIROS

DATA DE PUBLICAÇÃO

1998

RESUMO

This thesis presents a non linear autoregressive model with exogeneous variables (ARX), for time series analysis and forecasting. The coefficients of the model are given by the output of a feed-forward neural network. The results are compared with both linear and non linear models.

ASSUNTO(S)

series temporais time series

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