Сравнительный анализ методов прогнозирования временных рядов на основе нейронных сетей и регрессионного анализа
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Аннотация
В статье рассматриваются два основных направления в прогнозировании временных рядов, а именно, нейросетевые методы прогнозирования и методы на основе регрессионного анализа. Производится сравнение результатов прогноза на примере отдельных показателей, произведенных на основе двух методов. Анализируются основные проблемы, возникающие при использовании данных методов, а так же методы их решения, в частности гибридизация данных методов. Проводится широкий обзор исследований по сравнению прогностической производительности методов на основе искусственных нейронных сетей и других методов прогнозирования. Особое внимание уделяется сравнению методов ИНС и методов множественной регрессии.
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