Open AccessComparative Analysis of Neural Networking and Regression Models for Time Series Forecasting
Author(s) -
С. В. Шолтанюк
Publication year - 2019
Publication title -
cifrovaâ transformaciâ
Language(s) - English
Resource type - Journals
eISSN - 2524-2822
pISSN - 2522-9613
DOI - 10.38086/2522-9613-2019-2-60-68
Subject(s) - artificial neural network , hyperparameter , time series , series (stratigraphy) , computer science , machine learning , regression analysis , regression , linear regression , selection (genetic algorithm) , artificial intelligence , stability (learning theory) , data mining , statistics , mathematics , paleontology , biology
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.