JMASM 55: MATLAB Algorithms and Source Codes of 'cbnet' Function for Univariate Time Series Modeling with Neural Networks (MATLAB)
Year: 2021
Type: article
Abstract: Artificial Neural Networks (ANN) can be designed as a nonparametric tool for time series modeling. MATLAB serves as a powerful environment for ANN modeling. Although Neural Network Time Series Tool (ntstool) is useful for modeling time series, more detailed functions could be more useful in order to get more detailed and comprehensive analysis results. For these purposes, cbnet function with properties such as input lag generator, step-ahead forecaster, trial-error based network selection strategy, alternative network selection with various performance measure and global repetition feature to obtain more alternative network has been developed, and MATLAB algorithms and source codes has been introduced. A detailed comparison with the ntstool is carried out, showing that the cbnet function covers the shortcomings of ntstool.
Authors: Cagatay Bal, Serdar Demir
Institution: Muğla University
Language: English
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: diamond
OpenAlex ID: W3202421907