Publication
Model combination in neural-based forecasting
| dc.contributor.author | Freitas, Paulo S. A. | |
| dc.contributor.author | Rodrigues, António J. L. | |
| dc.date.accessioned | 2021-07-21T12:58:48Z | |
| dc.date.available | 2021-07-21T12:58:48Z | |
| dc.date.issued | 2006 | |
| dc.description.abstract | This paper discusses different ways of combining neural predictive models or neural-based forecasts. The proposed approaches consider Gaussian radial basis function networks, which can be efficiently identified and estimated through recursive/adaptive methods. The usual framework for linearly combining estimates from different models is extended, to cope with the case where the forecasting errors from those models are correlated. A prefiltering methodology is pro posed, addressing the problems raised by heavily nonstationary time series. Moreover, the paper discusses two approaches for decision-making from forecasting models: either inferring decisions from combined predictive estimates, or combining prescriptive solutions derived from different forecasting models. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.citation | Freitas, P. S., & Rodrigues, A. J. (2006). Model combination in neural-based forecasting. European Journal of Operational Research, 173(3), 801-814. DOI: 10.1016/j.ejor.2005.06.057 | pt_PT |
| dc.identifier.doi | 10.1016/j.ejor.2005.06.057 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.13/3565 | |
| dc.language.iso | eng | pt_PT |
| dc.peerreviewed | yes | pt_PT |
| dc.publisher | Elsevier | pt_PT |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | pt_PT |
| dc.subject | Forecasting | pt_PT |
| dc.subject | Neural networks | pt_PT |
| dc.subject | Model combination | pt_PT |
| dc.subject | Adaptive methods | pt_PT |
| dc.subject | Optimal decision-making | pt_PT |
| dc.subject | . | pt_PT |
| dc.subject | Faculdade de Ciências Exatas e da Engenharia | pt_PT |
| dc.title | Model combination in neural-based forecasting | pt_PT |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| oaire.citation.endPage | 814 | pt_PT |
| oaire.citation.issue | 3 | pt_PT |
| oaire.citation.startPage | 801 | pt_PT |
| oaire.citation.title | European Journal of Operational Research | pt_PT |
| oaire.citation.volume | 173 | pt_PT |
| person.familyName | Abreu Freitas | |
| person.givenName | Paulo Sérgio | |
| person.identifier | 2583915 | |
| person.identifier.ciencia-id | E511-B57F-656E | |
| person.identifier.orcid | 0000-0002-0223-2839 | |
| person.identifier.scopus-author-id | 57196995941 | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | article | pt_PT |
| relation.isAuthorOfPublication | e1eac001-84d7-481a-99f3-5f1ee6562733 | |
| relation.isAuthorOfPublication.latestForDiscovery | e1eac001-84d7-481a-99f3-5f1ee6562733 |
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