University of Stirling    STORRE: Stirling Online Research Repository University Circle Images   Research Led, Student Focused  
 

STORRE >
School of Natural Sciences >
Computing Science and Mathematics >
Computing Science and Mathematics Journal Articles >

Please use this identifier to cite or link to this item: http://hdl.handle.net/1893/3657

Appears in Collections:Computing Science and Mathematics Journal Articles
Peer Review Status: Refereed
Title: A Novel Neural Network Ensemble Architecture for Time Series Forecasting
Author(s): Gheyas, Iffat A
Smith, Leslie
Contact Email: lss@cs.stir.ac.uk
Keywords: Time series forecasting
Generalized regression neural networks
Neural network ensemble
Curse of dimensionality
Dynamic nonlinear weighted voting
Issue Date: Nov-2011
Publisher: Elsevier
Citation: Gheyas IA & Smith L (2011) A Novel Neural Network Ensemble Architecture for Time Series Forecasting, Neurocomputing, 74 (18), pp. 3855-3864.
Abstract: We propose a novel homogeneous neural network ensemble approach called Generalized Regression Neural Network (GEFTS-GRNN) Ensemble for Forecasting Time Series, which is a concatenation of existing machine learning algorithms.GEFTS use a dynamic nonlinear weighting system wherein the outputs from several base- level GRNNs are combined using a combiner GRNN to produce the final output. We compare GEFTS with the 11 most used algorithms on 30 real datasets. The proposed algorithm appears to be more powerful than existing ones. Unlike conventional algorithms, GEFTS is effective in forecasting time series with seasonal patterns.
Type: Journal Article
URI: http://hdl.handle.net/1893/3657
DOI Link: http://dx.doi.org/10.1016/j.neucom.2011.08.005
Rights: The publisher does not allow this work to be made publicly available in this Repository. Please use the Request a Copy feature at the foot of the Repository record to request a copy directly from the author; you can only request a copy if you wish to use this work for your own research or private study.
Affiliation: University of Stirling
Computing Science - CSM Dept

Files in This Item:

File Description SizeFormat
A Novel Neural Network.pdf1.11 MBAdobe PDFUnder Embargo until 31/12/2999 Restricted Access. Click to Request a copy from the author!

Note: If any of the files in this item are currently embargoed, you can request a copy directly from the author by clicking the padlock icon above. However, this facility is dependant on the depositor still being contactable at their original email address.

This item is protected by original copyright

Recommend this item

Items in the Repository are protected by copyright, with all rights reserved, unless otherwise indicated.

If you believe that any material held in STORRE infringes copyright, please contact library@stir.ac.uk providing details and we will remove the Work from public display in STORRE and investigate your claim.

 

Valid XHTML 1.0! Repository Service Operated by Information Services, University of Stirling
Powered by DSpace Software Copyright © 2002-2010  Duraspace - Feedback