Neural Network Models for Time Series Forecasts
Tim Hill, Marcus J. O’Connor, William Remus
1996 · Management Science · 468 citations
Neural networks have been advocated as an alternative to traditional statistical forecasting methods. In the present experiment, time series forecasts produced by neural networks are compared with forecasts from six statistical time series methods generated in a major forecasting competition (Makridakis et al. [Makridakis, S., A. Anderson, R. Carbone, R. Fildes, M. Hibon, R. Lewandowski, J. Newton, E. Parzen, R. Winkler. 1982. The accuracy of extrapolation (time series) methods: Results of a forecasting competition. J. Forecasting 1 111–153.]); the traditional method forecasts were estimated…
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