Title
A systematic solution for the NN3 Forecasting Competition problem based on an ensemble of MLP neural networks
Abstract
This work presents an award winning approach for solving the NN3 forecasting competition problem. It consisted of predicting 18 future values of 111 monthly short time series. This approach consists of applying the median value of a 15-MLP ensemble for predicting each time series. The system performed very well on test data, finishing as the second best solution of the competition with a SMAPE=16.17%.
Year
DOI
Venue
2008
10.1109/ICPR.2008.4761812
Tampa, FL
Keywords
Field
DocType
mathematics computing,multilayer perceptrons,time series,MLP neural network ensemble,NN3 forecasting competition problem,time series
Computer science,Artificial intelligence,Test data,Artificial neural network,Machine learning
Conference
ISSN
ISBN
Citations 
1051-4651 E-ISBN : 978-1-4244-2175-6
978-1-4244-2175-6
1
PageRank 
References 
Authors
0.39
4
5