NDLI: A neural network based time series forecasting

Content Provider	IEEE Xplore Digital Library
Author	Jana, P.K.
Copyright Year	2004
Description	Author affiliation: Dept. of Comput. Sc. & Engg., Indian Sch. of Mines, Dhanbad, India (Jana, P.K.)
Abstract	In a time series model of forecasting, given a set of past data values say, d(1), d(2), .., d(m) where d(i) represents the data at the i/sup th/ time instant, 1/spl les/i/spl les/m, the problem of forecasting is to estimate d(m+1) or more generally d(m+/spl tau/) for a small integer /spl tau/ The least mean square (LMS) algorithm is well recognized as the linear adaptive filter which has diverse applications such as seismology, biomedical engineering, radar, control systems, communication systems etc., whereas the weighted moving average model is well known for a short term time series forecasting. In this paper, we show that the LMS algorithm on a single layer perceptron can also be used for short term time series forecasting. By simulating the algorithms, we also show that the LMS algorithm behaves very similarly as the weighted moving average model in producing the predicted result.
Sponsorship	Faculty of Eng., Univ. of Melbourne IEEE Madras Section, Chennai
Starting Page	329
Ending Page	331
File Size	260404
Page Count	3
File Format	PDF
ISBN	0780382439
DOI	10.1109/ICISIP.2004.1287677
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2004-01-04
Publisher Place	India
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Neural networks Seismology Adaptive filters Predictive models Control system synthesis Economic forecasting Radar applications Computational Intelligence Society Least squares approximation Biomedical engineering
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
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3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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