A DECISION-SUPPORT SYSTEM FOR IN-SAMPLE SIMULTANEOUS EQUATION SYSTEMS FORECASTING USING ARTIFICIAL NEURAL SYSTEMS

被引：6

作者：

CAPORALETTI, LE

DORSEY, RE

JOHNSON, JD

POWELL, WA

机构：

[1] UNIV MISSISSIPPI,SCH BUSINESS ADM,DEPT MANAGEMENT & MKT,MISSISSIPPI STATE,MS 38677

[2] UNIV MISSISSIPPI,SCH BUSINESS ADM,DEPT ECON & FINANCE,MISSISSIPPI STATE,MS 38677

来源：

DECISION SUPPORT SYSTEMS | 1994年 / 11卷 / 05期

关键词：

DECISION SUPPORT SYSTEM; FORECASTING; SIMULTANEOUS EQUATION SYSTEMS FORECASTING; ARTIFICIAL NEURAL NETWORK; GENETIC ALGORITHM;

D O I：

10.1016/0167-9236(94)90020-5

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

Decision support systems have been proposed for many forecasting applications. Unfortunately no work has been done in the development of decision support systems for simultaneous equation systems (SESs) forecasting, a very complex and difficult forecasting problem. In this paper the applicability of an artificial intelligence technology, artificial neural systems, for decision support in SESs forecasting is shown. The discussion is focused on the multi-layer feed-forward neural network (MLFFNN). Performance of the MLFFNN versus traditional methods of SES forecasting is evaluated by comparing their in-sample forecast accuracy in a Monte Carlo experiment and on Klein's Model 1.

引用

页码：481 / 495

页数：15

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