Forecasting Implementation of Hybrid Time Series and Artificial Neural Network Models

DL Polestico, AL Bangcale, LC Velasco - Procedia Computer Science, 2024 - Elsevier
This study implemented AR, SARIMA, and SETAR models and their hybrid with ANN using
the Canadian lynx data. Implementing a SETAR-ANN has been shown to be successful in …

A novel hybridization of artificial neural networks and ARIMA models for time series forecasting

M Khashei, M Bijari - Applied soft computing, 2011 - Elsevier
Improving forecasting especially time series forecasting accuracy is an important yet often
difficult task facing decision makers in many areas. Both theoretical and empirical findings …

A new hybrid methodology for nonlinear time series forecasting

M Khashei, M Bijari - Modelling and Simulation in Engineering, 2011 - Wiley Online Library
Artificial neural networks (ANNs) are flexible computing frameworks and universal
approximators that can be applied to a wide range of forecasting problems with a high …

[HTML][HTML] Forecasting nonlinear time series with a hybrid methodology

CH Aladag, E Egrioglu, C Kadilar - Applied Mathematics Letters, 2009 - Elsevier
In recent years, artificial neural networks (ANNs) have been used for forecasting in time
series in the literature. Although it is possible to model both linear and nonlinear structures …

Time series forecasting using a hybrid ARIMA and neural network model

GP Zhang - Neurocomputing, 2003 - Elsevier
Autoregressive integrated moving average (ARIMA) is one of the popular linear models in
time series forecasting during the past three decades. Recent research activities in …

A novel hybridization of ARIMA, ANN, and K-means for time series forecasting

W Pannakkong, VH Pham, VN Huynh - Research Anthology on …, 2022 - igi-global.com
This article aims to propose a novel hybrid forecasting model involving autoregressive
integrated moving average (ARIMA), artificial neural networks (ANNs) and k-means …

Time series forecasting. A comparative study between an evolving artificial neural networks system and statistical methods

JP Donate, GG Sanchez… - International Journal on …, 2012 - World Scientific
Accurate time series forecasting are important for displaying the manner in which the past
continues to affect the future and for planning our day to-day activities. In recent years, a …

Which methodology is better for combining linear and nonlinear models for time series forecasting?

M Khashei, M Bijari - Journal of Industrial and Systems Engineering, 2011 - jise.ir
Both theoretical and empirical findings have suggested that combining different models can
be an effective way to improve the predictive performance of each individual model. It is …

A study on time series forecasting using hybridization of time series models and neural networks

I Aijaz, P Agarwal - Recent Advances in Computer Science and …, 2020 - ingentaconnect.com
Introduction: Auto-Regressive Integrated Moving Average (ARIMA) and Artificial Neural
Networks (ANN) are leading linear and non-linear models in Machine learning respectively …

A novel hybridization of arima, ann, and k-means for time series forecasting

W Pannakkong, VH Pham, VN Huynh - International Journal of …, 2017 - igi-global.com
This article aims to propose a novel hybrid forecasting model involving autoregressive
integrated moving average (ARIMA), artificial neural networks (ANNs) and k-means …