Resumo

SANTANA, JUAN CAMILO. Forecasting Time Series with Neural Networks: An Application to the Colombian Inflation. Rev.Colomb.Estad. [online]. 2006, vol.29, n.1, pp.77-92. ISSN 0120-1751.

Evaluating the usefulness of neural network methods in predicting the Colombian Inflation is the main goal of this paper. The results show that neural networks forecasts can be considerably more accurate than forecasts obtained using exponential smoothing and SARIMA methods. Experimental results also show that combinations of individual neural networks forecasts improves the forecasting accuracy.

Palavras-chave : Multilayer perceptron; SARIMA models; Exponencial smooth- ing; Combination of forecasts; Unobservable components.

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