Combination of forecasts using self-organizing algorithms

Combination of forecasts using self-organizing algorithms

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Article ID: iaor20081025
Country: United Kingdom
Volume: 24
Issue: 4
Start Page Number: 269
End Page Number: 278
Publication Date: Jul 2005
Journal: International Journal of Forecasting
Authors: ,
Keywords: datamining, neural networks
Abstract:

Based on the theories and methods of self-organizing data mining, a new forecasting method, called self-organizing combining forecasting method, is proposed. Compared with optimal linear combining forecasting methods and neural networks combining forecasting methods, the new method can improve the forecasting capability of the model. The superiority of the new method is justified and demonstrated by real applications.

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