The Box-Jenkins analysis and neural networks: prediction and time series modelling

Sana BuHamra; Nejib Smaoui; Mahmoud Gabr

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The Box-Jenkins analysis and neural networks: prediction and time series modelling

机译：Box-Jenkins分析和神经网络：预测和时间序列建模

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Two approaches, namely the Box-Jenkins (BJ) approach and the artificial neural networks (ANN) approach were combined to model time series data of water consumption in Kuwait. The BJ approach was used to predict unrecorded water consumption data from May 1990 to December 1991 due to the Iraqi invasion of Kuwait in August 1990. A supervised feedforward back-propagation neural network was then designed, trained and tested to model and predict water consumption from January 1980 to December 1999. It is interesting to note that the lagged or delayed variables obtained from the BJ approach and used in neural networks provide a better ANN model than the one obtained either blindly in blackbox mode as has been suggested or from traditional known methods.

机译：Box-Jenkins（BJ）方法和人工神经网络（ANN）方法这两种方法相结合，以建模科威特的用水量的时间序列数据。由于伊拉克1990年8月入侵科威特，BJ方法被用来预测1990年5月至1991年12月未记录的用水量数据。然后，设计，训练和测试了监督前馈反向传播神经网络，以模拟和预测水消耗量。 1980年1月至1999年12月。有趣的是，从BJ方法获得并用于神经网络的滞后变量或延迟变量提供的ANN模型要比建议的在黑盒模式下盲目获得的模型或从传统已知方法获得的模型更好。。

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来源
《Applied Mathematical Modelling》 |2003年第10期|p.805-815|共11页
作者
Sana BuHamra; Nejib Smaoui; Mahmoud Gabr;
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作者单位

Department of Statistics and Operations Research, Kuwait University, P. O. Box 5969, Safat 13060, Kuwait;

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收录信息美国《科学引文索引》(SCI);美国《工程索引》(EI);
原文格式 PDF
正文语种 eng
中图分类应用数学;
关键词
box-jenkins analysis; autoregressive integrated moving average model; artificial neural networks; time series modelling;

机译：箱詹金斯分析;自回归综合移动平均模型;人工神经网络;时间序列建模;

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机译：混合Box-Jenkins ARIMA和神经网络模型的时间序列分析
2. Time-series analysis with a hybrid Box-Jenkins ARIMA and neural network model [J] . Dilli R Aryal, WANG Yao-wu Journal of Harbin Institute of Technology . 2004,第4期

机译：混合Box-Jenkins ARIMA和神经网络模型的时间序列分析
3. Time-series analysis with a hybrid Box-Jenkins ARIMA and neural network model [J] . Dilli R Aryal, WANG Yao-wu Journal of Harbin Institute of Technology . 2004,第4期

机译：混合Box-Jenkins ARIMA和神经网络模型的时间序列分析
4. A COMPARISON OF NEURAL NETWORK METHODS AND BOX-JENKINS MODEL IN TIME SERIES ANALYSIS [C] . Ong Hong Choon, Javin Lee Tze Chuin IASTED International Conference on Advances in Computer Science and Technology . 2008

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6. Time series prediction of under-five mortality rates for Nigeria: comparative analysis of artificial neural networks Holt-Winters exponential smoothing and autoregressive integrated moving average models [O] . Daniel Adedayo Adeyinka, Nazeem Muhajarine 2020

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7. Comparison of time series forecasting methods using neural networks and Box-Jenkins model. [O] . Shabri Ani 2001

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The Box-Jenkins analysis and neural networks: prediction and time series modelling

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