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New approach of the ann methodology for forecasting time series: use of time index

dc.contributor.authorFernandes, Paula Odete
dc.contributor.authorTeixeira, João Paulo
dc.date.accessioned2010-02-11T20:12:51Z
dc.date.available2010-02-11T20:12:51Z
dc.date.issued2009
dc.description.abstractIn previous publications, the authors reported their work with the artificial neural networks (ANN) methodologies for the forecast of guest nights in hotels time series. The ANN methodology has made predictions more accurate than other methodologies [1, 5]. However, as a consequence of the tourism demand increase in the last years these time series registered an unusual increase in its values. Considering that the ANN methodology uses the past to predict the future in a statistically way, it became very difficult for the ANN to predict numbers never seen before in the past. The authors report in this paper a new approach of the ANN methodology using the time in its input instead of the previous 12 registered observations, as usually used. The authors intend to capture the time variation of the series along the years, and use this parameter as the input. The paper presents a comparison between the classic usage of the ANN methodology with a new modulation using the years and month in the input. The new modulation consists in four variations of the input of the ANN: A - just month; B - year and month; C - a combination of A and classic model and D - a combination of B and classic model. The models B and D improved the forecasting performance over the classic model, with a mean relative error of 5.98% and 5.79% in the test set, against the 6.36% for the classic model.pt
dc.identifier.citationFernandes, Paula O.; Teixeira, João Paulo (2009). New approach of the ann methodology for forecasting time series: use of time index. In International Conference on Tourism Development and Management. Kos, Greece.pt
dc.identifier.urihttp://hdl.handle.net/10198/1860
dc.language.isoengpt
dc.titleNew approach of the ann methodology for forecasting time series: use of time indexpt
dc.typeconference paper
dspace.entity.typePublication
oaire.citation.conferencePlaceKos - Greecept
oaire.citation.titleInternational Conference on Tourism Development and Managementpt
person.familyNameFernandes
person.familyNameTeixeira
person.givenNamePaula Odete
person.givenNameJoão Paulo
person.identifierN-3804-2013
person.identifier663194
person.identifier.ciencia-id991D-9D1E-D67D
person.identifier.ciencia-id4F15-B322-59B4
person.identifier.orcid0000-0001-8714-4901
person.identifier.orcid0000-0002-6679-5702
person.identifier.ridN-6576-2013
person.identifier.scopus-author-id35200741800
person.identifier.scopus-author-id57069567500
rcaap.rightsopenAccesspt
rcaap.typeconferenceObjectpt
relation.isAuthorOfPublication2269147c-2b53-4d1c-bc1b-f1367d197262
relation.isAuthorOfPublication33f4af65-7ddf-46f0-8b44-a7470a8ba2bf
relation.isAuthorOfPublication.latestForDiscovery33f4af65-7ddf-46f0-8b44-a7470a8ba2bf

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