Box & Jenkins Model Identification:A Comparison of Methodologies

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Maria Augusta Soares Machado
Reinaldo Castro Souza
Ricardo Tanscheit

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.

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References

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