Robust short term prediction using combination of linear regression and modified probabalistic neural network model
- IEEE press
- Publication Type:
- Conference Proceeding
- IEEE Joint Conference on Neural Networks (IJCNN), 2003, pp. 1 - 4
- Issue Date:
In many business applications, accurate short term prediction is vital for survival. Many different techniques have been applied to model business data in order to produce accurate prediction. Artificial neural network (ANN) have shown excellent potential however it requires better extrapolation capacity in order to provide reliable prediction. In this paper, a combination of piecewise linear regression model in parallel with general regression neural network is introduced for short term financial prediction. The experiment shows that the proposed hybrid model achieves superior prediction performance compared to the conventional prediction techniques such as the multilayer perceptron (MLP) or Volterra series based prediction.
Please use this identifier to cite or link to this item: