Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Comparison between nonlinear statistical time series forecasting and neural network forecasting

  • Inkyu (Assistant Professor, Dept. of Computer Information, Woosong Information College) ;
  • Cheolyoung (Consultant, KMA Consultants) ;
  • Sungduck (Professor, Dept. of statistics, Chungbuk National University)
  • Published : 2000.04.01
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Abstract

Nonlinear time series prediction is derived and compared between statistic of modeling and neural network method. In particular mean squared errors of predication are obtained in generalized random coefficient model and generalized autoregressive conditional heteroscedastic model and compared with them by neural network forecasting.

Keywords

References

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