We have presented a forecasting system for univariate time series that uses artificial neural networks. This computing devices proved themselves to be viable alternatives to conventional techniques. The system can be used in conjunction with other techniques for time series analysis or as a stand-alone tool.
Further work will include the comparison with other time series analysis techniques, development of hybrid techniques that combine the strength of conventional approaches with artificial neural networks and the application of our system to multivariate time series.
|© 1997 Gottfried Rudorfer, © 1994 ACM APL Quote Quad, 1515 Broadway, New York, N.Y. 10036, Abteilung für Angewandte Informatik, Wirtschaftsuniversität Wien, 3/23/1998|