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Ingeniería e Investigación

Print version ISSN 0120-5609

Abstract

VELASQUEZ, Juan David; VILLA, Fernán Alonso  and  SOUZA, Reinaldo C. Time series forecasting using cascade correlation networks. Ing. Investig. [online]. 2010, vol.30, n.1, pp.157-162. ISSN 0120-5609.

Artificial neural networks, especially multilayer perceptrons, have been recognised as being a powerful technique for forecasting nonlinear time series; however, cascade-correlation architecture is a strong competitor in this task due to it incorporating several advantages related to the statistical identification of multilayer perceptrons. This paper compares the accuracy of a cascadecorrelation neural network to the linear approach, multilayer perceptrons and dynamic architecture for artificial neural networks (DAN2) to determine whether the cascade-correlation network was able to forecast the time series being studied with more accuracy. It was concluded that cascade-correlation was able to forecast time series with more accuracy than other approaches.

Keywords : cascade correlation; neural network; time series; forecasting; fit; validation; multilayer perceptron; DAN2; Arima.

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