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Forecasting time series with connectionist nets: Applications in statistics, signal processing and economics

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Industrial and Engineering Applications of Artificial Intelligence and Expert Systems (IEA/AIE 1992)

Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 604))

Abstract

Although these first results are quite surprising they are still not more than preliminary. The quality of the modelling in our case studies motivates further research in this area. We are quite far from a real understanding time series analysis with connectionist networks. Many parameters have to be adjusted—they should be derived from the data to be analysed rather than from empirical analysis of the nets' behaviour. The lack of robustness also is a serious problem.

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Author information

Authors and Affiliations

  1. Interdisziplinäres Projektzentrum für Supercomputing, ETH-Zentrum and Institut für Theoretische Physik, ETH-Hönggerberg, CH-8092, Zürich, Switzerland

    Claas de Groot & Diethelm Würtz

Authors
  1. Claas de Groot
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  2. Diethelm Würtz
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Editor information

Fevzi Belli Franz Josef Radermacher

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© 1992 Springer-Verlag Berlin Heidelberg

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de Groot, C., Würtz, D. (1992). Forecasting time series with connectionist nets: Applications in statistics, signal processing and economics. In: Belli, F., Radermacher, F.J. (eds) Industrial and Engineering Applications of Artificial Intelligence and Expert Systems. IEA/AIE 1992. Lecture Notes in Computer Science, vol 604. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0024998

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  • DOI: https://doi.org/10.1007/BFb0024998

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-55601-5

  • Online ISBN: 978-3-540-47251-3

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