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Connectionist approach to time series prediction: an empirical test
4 references·16 citing·37 second hop
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References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1977Time Series Analysis: Forecasting and Control6,446 cited
  • 1982The accuracy of extrapolation (time series) methods: Results of a forecasting competition1,465 cited
  • 1991Time series forecasting using neural networks vs. Box- Jenkins methodology407 cited

Cited by

  • 1999Time series forecasting using neural networks: should the data be deseasonalized first?175 cited
  • 2009Prediction-based portfolio optimization model using neural networks171 cited
  • 1996A neural network approach to mutual fund net asset value forecasting171 cited
  • 2007Quarterly Time-Series Forecasting With Neural Networks158 cited
  • 2020A hybrid deep learning approach by integrating LSTM-ANN networks with GARCH model for copper price volatility prediction156 cited
  • 2000Neural network versus econometric models in forecasting inflation155 cited
  • 2011Forecast combinations of computational intelligence and linear models for the NN5 time series forecasting competition145 cited
  • 2016Single-hidden layer neural networks for forecasting intermittent demand140 cited
  • 2012Time-delay neural networks for time series prediction: an application to the monthly wholesale price of oilseeds in India114 cited
  • 2012Neural Networks for Time-Series Forecasting

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107 cited
  • 2015A new model selection strategy in time series forecasting with artificial neural networks: IHTS75 cited
  • 2004STAR and ANN models: forecasting performance on the Spanish “Ibex-35” stock index74 cited
  • 2019Agricultural commodity futures prices prediction via long- and short-term time series network66 cited
  • 2001Neural Networks for Time-Series Forecasting62 cited
  • 2007Financial time series prediction using polynomial pipelined neural networks56 cited
  • 2009The three-factor model and artificial neural networks: predicting stock price movement in China52 cited