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Record W2262968941 · doi:10.5539/ijsp.v5n2p51

The Efficiency of Artificial Neural Networks for Forecasting in the Presence of Autocorrelated Disturbances

2016· article· en· W2262968941 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

venuePublished in a venue whose home country is Canada.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueInternational Journal of Statistics and Probability · 2016
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsAutoregressive integrated moving averageArtificial neural networkAutocorrelationAutoregressive modelPalestineEconometricsBox–JenkinsRegressionMoving averageStatisticsComputer scienceNonlinear autoregressive exogenous modelRegression analysisArtificial intelligenceMathematicsTime series

Abstract

fetched live from OpenAlex

<p>We compare three forecasting methods, Artificial Neural Networks (ANNs), Autoregressive Integrated Moving Average (ARIMA) and Regression models. Using computer simulations, the major finding reveals that in the presence of autocorrelated errors ANNs perform favorably compared to ARIMA and regression for nonlinear models. The model accuracy for ANN is evaluated by comparing the simulated forecast results with the real data for unemployment in Palestine which were found to be in excellent agreement.</p>

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.012
metaresearch head score (Gemma)0.041
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.907
Threshold uncertainty score0.968

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0120.041
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.104
GPT teacher head0.389
Teacher spread0.286 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it