Servicios Personalizados
Revista
Articulo
Indicadores
Citado por SciELO
Accesos
Links relacionados
Citado por Google
Similares en SciELO
Similares en Google
Compartir
Revista Colombiana de Estadística
versión impresa ISSN 0120-1751
Resumen
SANTANA, JUAN CAMILO. Forecasting Time Series with Neural Networks: An Application to the Colombian Inflation. Rev.Colomb.Estad. [online]. 2006, vol.29, n.1, pp.77-92. ISSN 0120-1751.
Evaluating the usefulness of neural network methods in predicting the Colombian Inflation is the main goal of this paper. The results show that neural networks forecasts can be considerably more accurate than forecasts obtained using exponential smoothing and SARIMA methods. Experimental results also show that combinations of individual neural networks forecasts improves the forecasting accuracy.
Palabras clave : Multilayer perceptron; SARIMA models; Exponencial smooth- ing; Combination of forecasts; Unobservable components.