Practical methods of optimization; (2nd ed.)
Practical methods of optimization; (2nd ed.)
The nature of statistical learning theory
The nature of statistical learning theory
Artificial Neural Networks: Theory and Applications
Artificial Neural Networks: Theory and Applications
The accuracy of a procedural approach to specifying feedforward neural networks for forecasting
Computers and Operations Research
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A forecasting approach based on Multi-Layer Perceptron (MLP) Artificial Neural Networks (named by the authors MULP) is proposed for the NN5 111 time series long-term, out of sample forecasting competition This approach follows a direct prediction strategy and is completely automatic It has been chosen after having been compared with other regression methods (as for example Support Vector Machines (SVMs)) and with a recursive approach to prediction Good results have also been obtained using the ANNs forecaster together with a dimensional reduction of the input features space performed through a Principal Component Analysis (PCA) and a proper information theory based backward selection algorithm Using this methodology we took the 10th place among the best 50% scorers in the final results table of the NN5 competition.