A Bias and Variance Analysis for Multistep-Ahead Time Series Forecasting - Ben Taieb, Souhaib; Atiya, Amir F. (IEEE transaction on neural networks and learning systems, 2016)
Keywords: Analytical models; Artificial neural networks; Bias; Computational modeling; Computer simulation; Forecasting; Joints; machine learning; Mathematical models; Monte Carlo simulation; multistep-ahead forecasting; nearest neighbors; Neural networks; neural networks (NNs); Predictive models; Strategy; Time series; Time series analysis; Variance; neural networks (NNs); variance; Bias; nearest neighbors; time series; machine learning; multistep-ahead forecasting; Monte Carlo simulation