Box & jenkins model identification: a comparison of methodologies Report as inadecuate




Box & jenkins model identification: a comparison of methodologies - Download this document for free, or read online. Document in PDF available to download.

Reinaldo Castro Souza ; Ricardo Tanscheit ;Independent Journal of Management & Production 2012, 3 2

Author: Maria Augusta Soares Machado

Source: http://www.redalyc.org/articulo.oa?id=449544418002


Teaser



Independent Journal of Management & Production E-ISSN: 2236-269X ijmp@ijmp.jor.br Instituto Federal de Educação, Ciência e Tecnologia de São Paulo Brasil Soares Machado, Maria Augusta; Castro Souza, Reinaldo; Tanscheit, Ricardo BOX & JENKINS MODEL IDENTIFICATION: A COMPARISON OF METHODOLOGIES Independent Journal of Management & Production, vol.
3, núm.
2, julio-diciembre, 2012, pp.
54-61 Instituto Federal de Educação, Ciência e Tecnologia de São Paulo Avaré, Brasil Available in: http:--www.redalyc.org-articulo.oa?id=449544418002 How to cite Complete issue More information about this article Journals homepage in redalyc.org Scientific Information System Network of Scientific Journals from Latin America, the Caribbean, Spain and Portugal Non-profit academic project, developed under the open access initiative Independent Journal of Management & Production (IJM&P) ISSN: 2236-269X DOI: 10.14807-ijmp.v3i2.43 v.
3, n.
2, July – December 2012 BOX & JENKINS MODEL IDENTIFICATION: A COMPARISON OF METHODOLOGIES Maria Augusta Soares Machado IBMEC-RJ - Brazil E-mail: mmachado@ibmecrj.br Reinaldo Castro Souza Pontifícia Universidade Católica do Rio de Janeiro (PUC-RJ) - Brazil E-mail: reinaldo@ele.puc-rio.br Ricardo Tanscheit Pontifícia Universidade Católica do Rio de Janeiro (PUC-RJ) - Brazil E-mail: ricardo@ele.puc-rio.br Submission: 19-10-2012 Accept: 10-11-2012 ABSTRACT This paper focuses on a presentation of a comparison of a neuro-fuzzy back propagation network and Forecast automatic model Identification to identify automatically Box & Jenkins non seasonal models. Recently some combinations of neural networks and fuzzy logic technologies have being used to deal with uncertain and subjective problems.
It is concluded on the basis of the obtained results that this type of approach is very powerful to be used. Key-words: Neuro-Fuzzy Networks, Box & Jenkins Methodology, Fuzzy Logic 1 Introduction Artificial neural network applications have shown that this...





Related documents