From: Performance evaluation of series and parallel strategies for financial time series forecasting
Author(s) | Linear model | Nonlinear model | Year | Field |
---|---|---|---|---|
Ghasemi et al. (2016) | ARIMA | SVM | 2016 | Electricity price and load forecasting |
Barrow (2016) | SMA | MLP | 2016 | Intraday call arrivals forecasting |
Katris and Daskalaki (2015) | FARIMA | MLP | 2015 | Internet traffic forecasting |
Chaâbane (2014) | FARIMA | MLP | 2014 | Electricity price forecasting |
Adhikari and Agrawal (2013) | RWM | MLP | 2013 | Financial time series forecasting energy |
Wang and Meng (2012) | ARIMA | MLP | 2012 | Consumption forecasting |
Khashei et al. (2012) | ARIMA | PNNs | 2012 | Time series forecasting |
Nourani et al. (2011) | SARIMAX | MLP | 2011 | Rainfall–runoff process modeling |
Wu and Chan (2011) | ARIMA | Time delay neural network (TDNN) | 2011 | Hourly solar radiation forecasting |
Aladag et al. (2009) | ARIMA | Elman’s recurrent neural networks | 2009 | Time series forecasting |