Multi-step time series prediction intervals using neuroevolution

Multi-step time series forecasting (TSF) is a crucial element to support tactical decisions (e.g., designing production or marketing plans several months in advance). While most TSF research addresses only single-point prediction, prediction intervals (PIs) are useful to reduce uncertainty related t...

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Bibliographic Details
Main Author: Cortez, Paulo (author)
Other Authors: Pereira, Pedro José (author), Mendes, Rui (author)
Format: article
Language:eng
Published: 2020
Subjects:
Prediction intervals
Time series
Multi-objective evolutionary algorithm
Multilayer perceptron
Evolutionary neural network
Science & Technology
Online Access:http://hdl.handle.net/1822/65738
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/65738

Internet

http://hdl.handle.net/1822/65738

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