Optimal Forecast Combination Based on Neural Networks for Time Series Forecasting.
Applied Soft Computing(2018)
摘要
•Propose a new forecast combination approach (NNsLEF).•Four neural networks are selected as component forecasts and an IHSH mechanism is designed to determine their structures.•ITVPNNW is studied to generate the relative optimal combination weights.•NNsLEF outperforms all the component models and well-recognized model in terms of accuracy for most cases.
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关键词
Time series forecasting,forecast combination,artificial neural networks
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