Prediction of a composite indicators using combined method of extreme learning machine and locally weighted regression

Prediction of a composite indicators using combined method of extreme learning machine and locally weighted regression

In this paper, a method of artificial neural networks (NN) is proposed as an alternative tool for the one-step-ahead prediction of composite indicators (CIs) of Lithuania’s economy. CI is composed of widely used social and economic indicators. The NN is applied for forecasting CI during the financi...

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Bibliographic Details
Main Authors: Jurga Rukšėnaitė, Pranas Vaitkus
Format: Article
Language:English
Published: Vilnius University Press 2012-04-01
Series:Nonlinear Analysis
Subjects:
composite indicators
neural networks
ELM
locally weighted regression
Online Access:http://www.journals.vu.lt/nonlinear-analysis/article/view/14071

Internet

http://www.journals.vu.lt/nonlinear-analysis/article/view/14071

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