Using Artificial Neural Networks for Timeseries Smoothing and Forecasting

Case Studies in Economics
1. Auflage 2021
ISBN: 978-3-030-75651-2
Verlag: Springer International Publishing

Buch, Englisch, Band 979, 189 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 312 g

Reihe: Studies in Computational Intelligence

The aim of this publication is to identify and apply suitable methods for analysing and predicting the time series of gold prices, together with acquainting the reader with the history and characteristics of the methods and with the time series issues in general. Both statistical and econometric methods, and especially artificial intelligence methods, are used in the case studies. The publication presents both traditional and innovative methods on the theoretical level, always accompanied by a case study, i.e. their specific use in practice. Furthermore, a comprehensive comparative analysis of the individual methods is provided. The book is intended for readers from the ranks of academic staff, students of universities of economics, but also the scientists and practitioners dealing with the time series prediction. From the point of view of practical application, it could provide useful information for speculators and traders on financial markets, especially the commodity markets.

Zielgruppe

Research

Autoren/Hrsg.

Vrbka, Jaromír

Fachgebiete

• Mathematik | Informatik EDV | Informatik Informatik Künstliche Intelligenz

Inhaltsverzeichnis

Time series and their importance to the economy.- Econometrics – selected models.- Artificial neural networks – selected models.- Comparison of different methods.- Conclusion.