Economic Time Series Forecasting: Box-Jenkins Methodology, Signal Processing and Neural Network Approach
Economic Time Series Forecasting: Box-Jenkins Methodology, Signal Processing and Neural Network Approach
Author(s): Dušan Marček, Michaela AčováSubject(s): Economy, Business Economy / Management, Methodology and research technology, Policy, planning, forecast and speculation, ICT Information and Communications Technologies
Published by: Žilinská univerzita v Žilině
Keywords: Economic Time Series; Forecasting; Box-Jenkins; Methodology;
Summary/Abstract: This paper is devoted to the presentation of methods of economic time series analysis and modelling using the Box-Jenkins methodology, the signal processing approach and the feed-forward neural network technique. Some results of our research on time series modelling with emphasis on potential improving forecast accuracy are presented here. The assessment of the particular models has been made using the root mean square error.
Journal: Komunikácie - vedecké listy Žilinskej univerzity v Žiline
- Issue Year: 5/2003
- Issue No: 4
- Page Range: 55-58
- Page Count: 4
- Language: English