Comparative Analysis of Neural Networking and Regression Models for Time Series Forecasting

Applicability of neural nets in time series forecasting has been considered and researched. For this, training of neural network on various time series with preliminary selection of optimal hyperparameters has been performed. Comparative analysis of received neural networking forecasting model with...

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Main Author: S. V. Sholtanyuk
Format: Article
Language:Russian
Published: Ministry of Education of the Republic of Belarus, Establishment The Main Information and Analytical Center 2019-08-01
Series:Цифровая трансформация
Subjects:
Online Access:https://dt.bsuir.by/jour/article/view/174
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author S. V. Sholtanyuk
author_facet S. V. Sholtanyuk
author_sort S. V. Sholtanyuk
collection DOAJ
description Applicability of neural nets in time series forecasting has been considered and researched. For this, training of neural network on various time series with preliminary selection of optimal hyperparameters has been performed. Comparative analysis of received neural networking forecasting model with linear regression has been performed. Conditions, affecting on accuracy and stability of results of the neural network, have been revealed.
format Article
id doaj-art-e8f5f4976be74e11bffd84007be872eb
institution Kabale University
issn 2522-9613
2524-2822
language Russian
publishDate 2019-08-01
publisher Ministry of Education of the Republic of Belarus, Establishment The Main Information and Analytical Center
record_format Article
series Цифровая трансформация
spelling doaj-art-e8f5f4976be74e11bffd84007be872eb2025-02-03T05:39:02ZrusMinistry of Education of the Republic of Belarus, Establishment The Main Information and Analytical CenterЦифровая трансформация2522-96132524-28222019-08-0102606810.38086/2522-9613-2019-2-60-6895Comparative Analysis of Neural Networking and Regression Models for Time Series ForecastingS. V. Sholtanyuk0Belarusian State UniversityApplicability of neural nets in time series forecasting has been considered and researched. For this, training of neural network on various time series with preliminary selection of optimal hyperparameters has been performed. Comparative analysis of received neural networking forecasting model with linear regression has been performed. Conditions, affecting on accuracy and stability of results of the neural network, have been revealed.https://dt.bsuir.by/jour/article/view/174neural networktraining of neural networkhyperparametersforecasting accuracy and stabilitymaelinear regressionautoregressionordinary least squares
spellingShingle S. V. Sholtanyuk
Comparative Analysis of Neural Networking and Regression Models for Time Series Forecasting
Цифровая трансформация
neural network
training of neural network
hyperparameters
forecasting accuracy and stability
mae
linear regression
autoregression
ordinary least squares
title Comparative Analysis of Neural Networking and Regression Models for Time Series Forecasting
title_full Comparative Analysis of Neural Networking and Regression Models for Time Series Forecasting
title_fullStr Comparative Analysis of Neural Networking and Regression Models for Time Series Forecasting
title_full_unstemmed Comparative Analysis of Neural Networking and Regression Models for Time Series Forecasting
title_short Comparative Analysis of Neural Networking and Regression Models for Time Series Forecasting
title_sort comparative analysis of neural networking and regression models for time series forecasting
topic neural network
training of neural network
hyperparameters
forecasting accuracy and stability
mae
linear regression
autoregression
ordinary least squares
url https://dt.bsuir.by/jour/article/view/174
work_keys_str_mv AT svsholtanyuk comparativeanalysisofneuralnetworkingandregressionmodelsfortimeseriesforecasting