Artificial Neural Networks and Forecasting

Catalog description

Includes forecasting using statistical methods such as Box-Jenkins ARIMA models for time series analysis and forecasting with artificial neural networks. Applications include financial forecasting for stock prices, commodity trading volumes, or currency exchange rates, and other forecasting such as electric load, ocean temperature, river flow volume, and traffic flow. Current state-of-art forecasting methodologies from journals, conference proceedings, and books will be discussed. Prerequisite(s): CS 571 .