A Wavelet Neural Network Forecasting Model Based On ARIMA
Bin Wang, Wen-ning Hao, Gang Chen, Deng-chao He, Bo Feng
Available Online February 2013.
- https://doi.org/10.2991/isccca.2013.68How to use a DOI?
- ARIMA model,Wavelet Neural Network,time series,BP Neural Network
- Stock index series is Non-stationary, Nonlinear and factors with impact on stock index fluctuation are complex, a time series forecasting model combined ARIMA model and wavelet neural network is presented. The combined model uses BP neural network as the main framework, uses wavelet basis function instead of transfer function in the network, also add some inner factors of the time series mining by ARIMA model, as the part impute of Wavelet Neural Network. So it is more scientific and rational that using inner factors and external other factors. The last simulate experiment shows that the wavelet neural network forecasting model based on ARIMA has higher accuracy than ARIMA model or BP network.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
TY - CONF AU - Bin Wang AU - Wen-ning Hao AU - Gang Chen AU - Deng-chao He AU - Bo Feng PY - 2013/02 DA - 2013/02 TI - A Wavelet Neural Network Forecasting Model Based On ARIMA BT - Proceedings of the 2nd International Symposium on Computer, Communication, Control and Automation (ISCCCA 2013) PB - Atlantis Press SP - 277 EP - 281 SN - 1951-6851 UR - https://doi.org/10.2991/isccca.2013.68 DO - https://doi.org/10.2991/isccca.2013.68 ID - Wang2013/02 ER -