DO DYNAMIC NEURAL NETWORKS STAND A BETTER CHANCE IN FRACTIONALLY INTEGRATED PROCESS FORECASTING?
The main purpose of the present study was to investigate the capabilities of two generations of models such as those based on dynamic neural network (e.g., Nonlinear Neural network Auto Regressive or NNAR model) and a regressive (Auto Regressive Fractionally Integrated Moving Average model which is...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2013-04-01
|
| Series: | International Journal of Economics and Financial Issues |
| Online Access: | http://www.econjournals.com/index.php/ijefi/article/view/418/pdf |