A comparative study of neural network and Box-Jenkins ARIMA modeling in time series prediction

作者: S.L Ho , M Xie , T.N Goh

DOI: 10.1016/S0360-8352(02)00036-0

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摘要: … It is thus concluded that both the ARIMA and the RNN (with appropriately chosen α values) approaches are promising time series modeling tools in predicting failures of repairable …

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