Final published version
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - A new model selection strategy in artificial neural networks
AU - Eǧrioǧlu, Erol
AU - Aladaǧ, Çaǧdaş Hakan
AU - Günay, Süleyman
PY - 2008/2/1
Y1 - 2008/2/1
N2 - In recent years, artificial neural networks have been used for time series forecasting. Determining architecture of artificial neural networks is very important problem in the applications. In this study, the problem in which time series are forecasted by feed forward neural networks is examined. Various model selection criteria have been used for the determining architecture. In addition, a new model selection strategy based on well-known model selection criteria is proposed. Proposed strategy is applied to real and simulated time series. Moreover, a new direction accuracy criterion called modified direction accuracy criterion is discussed. The new model selection strategy is more reliable than known model selection criteria.
AB - In recent years, artificial neural networks have been used for time series forecasting. Determining architecture of artificial neural networks is very important problem in the applications. In this study, the problem in which time series are forecasted by feed forward neural networks is examined. Various model selection criteria have been used for the determining architecture. In addition, a new model selection strategy based on well-known model selection criteria is proposed. Proposed strategy is applied to real and simulated time series. Moreover, a new direction accuracy criterion called modified direction accuracy criterion is discussed. The new model selection strategy is more reliable than known model selection criteria.
KW - Artificial neural networks
KW - Feed forward neural networks
KW - Model selection criteria
KW - Time series forecasting
U2 - 10.1016/j.amc.2007.05.005
DO - 10.1016/j.amc.2007.05.005
M3 - Journal article
AN - SCOPUS:37349082410
VL - 195
SP - 591
EP - 597
JO - Applied Mathematics and Computation
JF - Applied Mathematics and Computation
SN - 0096-3003
IS - 2
ER -