Online Program Home
  My Program

Abstract Details

Activity Number: 41 - Statistical Analysis of Networks
Type: Contributed
Date/Time: Sunday, July 30, 2017 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistical Learning and Data Science
Abstract #324074
Title: The Use of Artificial Neural Network in Time Series Forecasting
Author(s): Taysseer Sharaf*
Companies: University of Michigan- Dearborn
Keywords: Time series forecasting ; Neural Networks ; Statistical learning ; Bayesian learning
Abstract:

In the current study we explore the use of artificial neural network in time series forecasting. We discuss the use of recursive neural network in time series modeling, and how to choose the best neural network structure that best fits the data. In addition, we represents the use of Bayesian learning to train the neural network and how it affects the prediction accuracy. We also validate and compare neural network model with the regular seasonal ARIMA model.


Authors who are presenting talks have a * after their name.

Back to the full JSM 2017 program

 
 
Copyright © American Statistical Association