topic Re: Auto regressive Neural Network in SAS Data Science

Auto regressive Neural Network

Chyke — Fri, 17 Nov 2017 14:27:54 GMT

Hi Pals, Please i 'm getting confused here. Is ensemble ARIMA + Neural Network modelling be same as Auto regressive Neural Network Modelling? Thanks for your anticipated response. Chyke

Re: Auto regressive Neural Network

carpdr — Thu, 30 Nov 2017 15:18:55 GMT

ARIMA model is used to for time series and auto regressive neural networks can also be used for time series if you account for direct connections between the input layers nodes and the output layer node. The directed connections helps you to account for the non stationary data. However, ensemble of ARIMA and neural network is no the same as a auto regressive neural network. Particular in EM ensemble models work in a different way by combining the outcomes, meaning the predict probabilities for interval targets and voting or averaging the posterior probability for categorical targets.

Re: Auto regressive Neural Network

AnnaBrown — Thu, 30 Nov 2017 19:55:00 GMT

Hello @Chyke and @carpdr,

Here's a related thread you and others chimed in on in the SAS Forecasting and Econometrics: Communty: https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Modelling-ARIMA-ANN/m-p/417428#M2883

Anna