Abstract

COLLANTES DUARTE, Joanna; COLMENARES LA CRUZ, Gerardo; ORLANDONI MERLI, Giampaolo  and  RIVAS ECHEVERRIA, Franklin. A comparison of time series forecasting between artificial neural networks and box and jenkins methodsPredicción con redes neuronales artificiales: comparación con las metodologías de box y jenkins. Rev. Téc. Ing. Univ. Zulia [online]. 2004, vol.27, n.3, pp.146-160. ISSN 0254-0770.

This paper deals with a comparison between Box and Jenkins methodologies and Artificial Neural Networks on time series forecasting. ARIMA and Transfer Function Models are compared with Neural Network Models. Performance of the building models are analysed using comparative criteria during the prediction and fitness stage.

Keywords : Forecasting time series; Box and Jenkins methodology; ARIMA model; transfer function model; artificial neural network; neo-fuzzy neuron.