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  Citation Number 20
 Views 63
 Downloands 24
ZAMAN SERİLERİ TAHMİNİNDE ARIMA-MLP MELEZ MODELİ
2009
Journal:  
Trends in Business and Economics
Author:  
Abstract:

Bu çalışmada zaman serilerinin tahmini için otoregresif hareketli ortalamalar(autoregressive integrated moving average-ARIMA) modeli ve çok katmanlı yapay sinir ağları (multi layer perceptron-MLP) modeli birleştirilerek bir melez model oluşturulmuştur. Melez modelde, zaman serisinin doğrusal bileşeni ARIMA modeli ile doğrusal olmayan bileşeni ise MLP modeli ile tahmin edilmiştir. ARIMA ve MLP modellerinin tek başına kullanılması ile elde edilen tahmin sonuçları Melez modelin tahmin sonuçları ile karşılaştırılarak Melez modelin tahmin performansı ölçülmüştür.

Keywords:

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Trends in Business and Economics

Field :   Sosyal, Beşeri ve İdari Bilimler

Journal Type :   Uluslararası

Metrics
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Cite : 88
2023 Impact : 0.179
Trends in Business and Economics