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Implementation

The time series modeling and forecasting system was implemented using Dyalog APL on HP 9000/700 workstations [Dya91] using the X11 window interface routines provided by the Xfns auxiliary processor. The system consists of two main components:

A toolkit of APL functions that drive the neural network and log parameters and results of the simulation runs to APL component files.
An X11-based graphical user interface that allows the user to navigate through the simulations and to compare the actual time series with the one generated by the neural network.

Figure 3 presents a screen dump of the user interface: the broken line shows the actual time series, the solid line represents the network's output. The forecast data is separated from the historical data - the network's training set - by the vertical bar in the right quarter of the graph. The menu in the upper left corner of figure 3 allows the user to select a view of the network's forecasting capability at different states throughout the learning phase.

By browsing through the logfiles of the simulation runs, past and present results can be compared and analyzed.

**Figure 3:** User interface of the forecasting system
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Next: Modeling Up: Time Series Forecasting Using Previous: A Very Short Introduction