A new model selection strategy in artificial neural networks

Egrioglu E., ALADAĞ Ç. H., Gunay S.

APPLIED MATHEMATICS AND COMPUTATION, vol.195, no.2, pp.591-597, 2008 (SCI-Expanded) identifier

  • Publication Type: Article / Article
  • Volume: 195 Issue: 2
  • Publication Date: 2008
  • Doi Number: 10.1016/j.amc.2007.05.005
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.591-597
  • Keywords: artificial neural networks, feed forward neural networks, time series forecasting, model selection criteria
  • Ondokuz Mayıs University Affiliated: Yes


In recent years, artificial neural networks have been used for time series forecasting. Determining architecture of artificial neural networks is very important problem in the applications. In this study, the problem in which time series are forecasted by feed forward neural networks is examined. Various model selection criteria have been used for the determining architecture. In addition, a new model selection strategy based on well-known model selection criteria is proposed. Proposed strategy is applied to real and simulated time series. Moreover, a new direction accuracy criterion called modified direction accuracy criterion is discussed. The new model selection strategy is more reliable than known model selection criteria. (c) 2007 Elsevier Inc. All rights reserved.