{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,29]],"date-time":"2026-03-29T22:31:46Z","timestamp":1774823506364,"version":"3.50.1"},"reference-count":59,"publisher":"Elsevier BV","issue":"4","license":[{"start":{"date-parts":[[2001,4,1]],"date-time":"2001-04-01T00:00:00Z","timestamp":986083200000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Computers &amp; Operations Research"],"published-print":{"date-parts":[[2001,4]]},"DOI":"10.1016\/s0305-0548(99)00123-9","type":"journal-article","created":{"date-parts":[[2002,7,25]],"date-time":"2002-07-25T17:16:12Z","timestamp":1027617372000},"page":"381-396","source":"Crossref","is-referenced-by-count":236,"title":["A simulation study of artificial neural networks for nonlinear time-series forecasting"],"prefix":"10.1016","volume":"28","author":[{"given":"G.Peter","family":"Zhang","sequence":"first","affiliation":[]},{"given":"B.Eddy","family":"Patuwo","sequence":"additional","affiliation":[]},{"given":"Michael Y.","family":"Hu","sequence":"additional","affiliation":[]}],"member":"78","reference":[{"key":"10.1016\/S0305-0548(99)00123-9_BIB1","unstructured":"Rumelhart DE, Hinton GE, Williams RJ. Learning internal representation by back-propagating errors. In: Rumelhart DE, McCleland JL, and the PDP Research Group, editors. Parallel distributed processing: explorations in the microstructure of cognition. MA: MIT Press, 1986."},{"key":"10.1016\/S0305-0548(99)00123-9_BIB2","doi-asserted-by":"crossref","first-page":"93","DOI":"10.1145\/175247.175257","article-title":"Neural networks: applications in industry, business and science","volume":"37","author":"Widrow","year":"1994","journal-title":"Communications of the ACM"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB3","doi-asserted-by":"crossref","first-page":"35","DOI":"10.1016\/S0169-2070(97)00044-7","article-title":"Forecasting with artificial neural networks: the state of the art","volume":"14","author":"Zhang","year":"1998","journal-title":"International Journal of Forecasting"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB4","doi-asserted-by":"crossref","unstructured":"Granger CWJ, Terasvirta T. Modelling nonlinear economic relationships. Oxford: Oxford University Press, 1993.","DOI":"10.1093\/oso\/9780198773191.001.0001"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB5","doi-asserted-by":"crossref","first-page":"111","DOI":"10.1002\/for.3980010202","article-title":"The accuracy of extrapolation (time series) methods: results of a forecasting competition","volume":"1","author":"Makridakis","year":"1982","journal-title":"Journal of Forecasting"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB6","doi-asserted-by":"crossref","unstructured":"Granger CWJ, Anderson AP. An introduction to bilinear time series models. G\u00f6ttingen: Vandenhoeck and Ruprecht, 1978.","DOI":"10.2307\/2347208"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB7","doi-asserted-by":"crossref","first-page":"245","DOI":"10.1111\/j.2517-6161.1980.tb01126.x","article-title":"Threshold autoregression, limit cycles and cyclical data","volume":"42","author":"Tong","year":"1980","journal-title":"Journal of Royal Statistical Society B"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB8","doi-asserted-by":"crossref","first-page":"217","DOI":"10.1002\/for.3980050403","article-title":"On tests for non-linearity in time series analysis","volume":"5","author":"Chan","year":"1986","journal-title":"Journal of Forecasting"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB9","doi-asserted-by":"crossref","first-page":"987","DOI":"10.2307\/1912773","article-title":"Autoregressive conditional heteroscedasticity with estimates of the variance of UK inflation","volume":"50","author":"Engle","year":"1982","journal-title":"Econometrica"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB10","doi-asserted-by":"crossref","first-page":"135","DOI":"10.1016\/0169-2070(92)90115-P","article-title":"Some recent developments in non-linear time series modelling, testing, and forecasting","volume":"8","author":"De Gooijer","year":"1992","journal-title":"International Journal of Forecasting"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB11","first-page":"97","article-title":"Non-linear time series: a selective review","volume":"21","author":"Tjostheim","year":"1994","journal-title":"Scandinavian Journal of Statistics"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB12","doi-asserted-by":"crossref","first-page":"233","DOI":"10.1111\/j.1475-4932.1993.tb02103.x","article-title":"Strategies for modelling nonlinear time-series relationships","volume":"69","author":"Granger","year":"1993","journal-title":"The Economic Record"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB13","first-page":"15","volume":"28","author":"Diebold","year":"1990","journal-title":"Nonparametric exchange rate prediction? Journal of International Economics"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB14","unstructured":"Weigend AS, Gershenfeld NA. Time series prediction: forecasting the future and understanding the past. Reading, MA: Addison-Wesley, 1993."},{"key":"10.1016\/S0305-0548(99)00123-9_BIB15","unstructured":"Gershenfeld NA, Weigend AS. The future of time series: learning and understanding. In: Weigend AS, Gershenfeld NA, editors. Time series prediction: forecasting the future and understanding the past. Reading, MA: Addison-Wesley, 1993. p. 1\u201370."},{"key":"10.1016\/S0305-0548(99)00123-9_BIB16","doi-asserted-by":"crossref","first-page":"370","DOI":"10.1111\/j.1540-5915.1980.tb01145.x","article-title":"Forecasting with exponential smoothing: some guidelines for model selection","volume":"11","author":"Gardner","year":"1980","journal-title":"Decision Sciences"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB17","doi-asserted-by":"crossref","first-page":"458","DOI":"10.1111\/j.1540-5915.1973.tb00573.x","article-title":"Individual item forecasting model evaluation","volume":"4","author":"Adam","year":"1973","journal-title":"Decision Sciences"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB18","doi-asserted-by":"crossref","first-page":"189","DOI":"10.1002\/for.3980050305","article-title":"A comparison of forecasts form least absolute value and least squares regression","volume":"5","author":"Dielman","year":"1986","journal-title":"Journal of Forecasting"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB19","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1002\/for.3980130102","article-title":"Forecasting from non-linear models in practice","volume":"13","author":"Lin","year":"1994","journal-title":"Journal of Forecasting"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB20","doi-asserted-by":"crossref","first-page":"271","DOI":"10.2307\/2987532","article-title":"Detecting non-linearity in time series","volume":"35","author":"Davies","year":"1986","journal-title":"The Statistician"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB21","doi-asserted-by":"crossref","first-page":"269","DOI":"10.1016\/0304-4076(93)90122-L","article-title":"Testing for neglected nonlinearity in time series models","volume":"56","author":"Lee","year":"1993","journal-title":"Journal of Econometrics"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB22","doi-asserted-by":"crossref","first-page":"381","DOI":"10.1002\/for.3980140405","article-title":"Backpropagation in time-series forecasting","volume":"14","author":"Lachtermacher","year":"1995","journal-title":"Journal of Forecasting"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB23","doi-asserted-by":"crossref","first-page":"325","DOI":"10.1109\/ICNN.1988.23864","volume":"1","author":"Sietsma","year":"1988","journal-title":"Neural net pruning-why and how? In: Proceedings of the IEEE International Conference on Neural Networks"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB24","doi-asserted-by":"crossref","first-page":"740","DOI":"10.1109\/72.248452","article-title":"Pruning algorithms \u2014 a survey","volume":"4","author":"Reed","year":"1993","journal-title":"IEEE Transactions on Neural Networks"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB25","doi-asserted-by":"crossref","first-page":"535","DOI":"10.1016\/S0893-6080(05)80057-7","article-title":"A polynomial time algorithm for the construction and training of a class of multilayer perceptrons","volume":"6","author":"Roy","year":"1993","journal-title":"Neural Networks"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB26","doi-asserted-by":"crossref","first-page":"291","DOI":"10.1016\/0893-6080(94)90023-X","article-title":"A procedure for determining the topology of multilayer feedforward neural networks","volume":"7","author":"Wang","year":"1994","journal-title":"Neural Networks"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB27","doi-asserted-by":"crossref","first-page":"865","DOI":"10.1109\/72.329683","article-title":"Network information criterion-determining the number of hidden units for an artificial neural network model","volume":"5","author":"Murata","year":"1994","journal-title":"IEEE Transactions on Neural Networks"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB28","doi-asserted-by":"crossref","first-page":"303","DOI":"10.1007\/BF02551274","article-title":"Approximation by superpositions of a sigmoidal function","volume":"2","author":"Cybenko","year":"1989","journal-title":"Mathematical Control Signals Systems"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB29","doi-asserted-by":"crossref","first-page":"359","DOI":"10.1016\/0893-6080(89)90020-8","article-title":"Multilayer feedforward networks are universal approximators","volume":"2","author":"Hornik","year":"1989","journal-title":"Neural Networks"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB30","doi-asserted-by":"crossref","first-page":"193","DOI":"10.1142\/S0129065790000102","article-title":"Predicting the future: a connectionist approach","volume":"1","author":"Weigend","year":"1990","journal-title":"International Journal of Neural Systems"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB31","unstructured":"Weigend AS, Huberman BA, Rumelhart DE. Predicting sunspots and exchange rates with connectionist networks. In: Casdagli M, Eubank S, editors. Nonlinear modeling and forecasting. Redwood City: Addison-Wesley, 1992."},{"key":"10.1016\/S0305-0548(99)00123-9_BIB32","first-page":"875","article-title":"Generalization by weight-elimination with application to forecasting","volume":"3","author":"Weigend","year":"1991","journal-title":"Advances in Neural Information Processing Systems"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB33","doi-asserted-by":"crossref","first-page":"1355","DOI":"10.1109\/72.471372","article-title":"Neural modeling for time series: a statistical stepwise method for weight elimination","volume":"6","author":"Cottrell","year":"1995","journal-title":"IEEE Transactions on Neural Networks"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB34","doi-asserted-by":"crossref","first-page":"505","DOI":"10.1016\/S0893-6080(96)00086-X","article-title":"Two strategies to avoid overfitting in feedforward networks","volume":"10","author":"Schittenkopf","year":"1997","journal-title":"Neural Networks"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB35","unstructured":"Box GEP, Jenkins GM. Time series analysis: forecasting and control. San Francisco: Holden-Day, 1976."},{"key":"10.1016\/S0305-0548(99)00123-9_BIB36","doi-asserted-by":"crossref","first-page":"215","DOI":"10.1016\/0925-2312(95)00039-9","article-title":"Designing a neural network for forecasting financial and economic time series","volume":"10","author":"Kaastra","year":"1996","journal-title":"Neurocomputing"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB37","doi-asserted-by":"crossref","first-page":"374","DOI":"10.1287\/ijoc.5.4.374","article-title":"Feedforward neural nets as models for time series forecasting","volume":"5","author":"Tang","year":"1993","journal-title":"ORSA Journal on Computing"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB38","doi-asserted-by":"crossref","first-page":"151","DOI":"10.1080\/10556789408805584","article-title":"Time series analysis and prediction by neural networks","volume":"4","author":"Zhang","year":"1994","journal-title":"Optimization Methods and Software"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB39","unstructured":"Kang S. An investigation of the use of feedforward neural networks for forecasting. PhD Thesis, Kent State University, 1991."},{"key":"10.1016\/S0305-0548(99)00123-9_BIB40","doi-asserted-by":"crossref","first-page":"419","DOI":"10.2307\/2983440","article-title":"Model uncertainty, data mining and statistical inference","volume":"158","author":"Chatfield","year":"1995","journal-title":"Journal of Royal Statistical Society, A"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB41","doi-asserted-by":"crossref","first-page":"495","DOI":"10.1002\/(SICI)1099-131X(199612)15:7<495::AID-FOR640>3.0.CO;2-O","article-title":"Model uncertainty and forecast accuracy","volume":"15","author":"Chatfield","year":"1996","journal-title":"Journal of Forecasting"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB42","doi-asserted-by":"crossref","unstructured":"Pankratz A. Forecasting with univariate Box\u2013Jenkins models: concepts and cases. New York: Wiley, 1983.","DOI":"10.1002\/9780470316566"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB43","unstructured":"Makridakis S. Wheelwright SC, McGee VE. Forecasting: methods and applications. 2nd ed. New York: Wiley, 1983."},{"key":"10.1016\/S0305-0548(99)00123-9_BIB44","doi-asserted-by":"crossref","first-page":"67","DOI":"10.1002\/for.3980140106","article-title":"Correspondence: on the selection of error measures for comparisons among forecasting methods","volume":"14","author":"Armstrong","year":"1995","journal-title":"Journal of Forecasting"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB45","doi-asserted-by":"crossref","unstructured":"Armstrong JS, Collopy F. Error measures for generalizing about forecasting methods: Empirical comparisons International Journal of Forecasting 1992; 8: 69\u201380, 99\u2013111.","DOI":"10.1016\/0169-2070(92)90008-W"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB46","doi-asserted-by":"crossref","first-page":"591","DOI":"10.1016\/0169-2070(95)00615-X","article-title":"Beyond accuracy: comparison of criteria used to select forecasting methods","volume":"11","author":"Yokum","year":"1995","journal-title":"International Journal of Forecasting"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB47","first-page":"263","article-title":"The trade-offs in choosing a time series method","volume":"2","author":"Gardner","year":"1983","journal-title":"Journal of Forecasting"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB48","unstructured":"SCA (Scientific Computing Associates). The SCA statistical system reference manual (Version 4.3). Oak Brook: SCA, 1994."},{"key":"10.1016\/S0305-0548(99)00123-9_BIB49","doi-asserted-by":"crossref","first-page":"83","DOI":"10.1016\/0377-2217(93)90093-3","article-title":"Training neural networks with the GRG2 nonlinear optimizer","volume":"69","author":"Hung","year":"1993","journal-title":"European Journal of Operational Research"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB50","doi-asserted-by":"crossref","first-page":"386","DOI":"10.1287\/ijoc.5.4.386","article-title":"A GRG2-based system for training neural networks: design and computational experience","volume":"5","author":"Subramanian","year":"1993","journal-title":"ORSA Journal on Computing"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB51","unstructured":"Lasdon LS, Waren AD. GRG2 user's guide. School of Business Administration, University of Texas at Austin, 1986."},{"key":"10.1016\/S0305-0548(99)00123-9_BIB52","doi-asserted-by":"crossref","first-page":"825","DOI":"10.1111\/j.1540-5915.1993.tb00491.x","article-title":"Two-group classification using neural networks","volume":"24","author":"Patuwo","year":"1993","journal-title":"Decision Science"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB53","doi-asserted-by":"crossref","first-page":"209","DOI":"10.1111\/j.1540-5915.1995.tb01426.x","article-title":"The application of neural networks and a qualitative response model to the auditor's going concern uncertainty decision","volume":"26","author":"Lenard","year":"1995","journal-title":"Decision Science"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB54","doi-asserted-by":"crossref","first-page":"385","DOI":"10.1016\/0305-0483(96)00010-2","article-title":"Effect of data standardization on neural network training","volume":"24","author":"Shanker","year":"1996","journal-title":"Omega"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB55","doi-asserted-by":"crossref","first-page":"121","DOI":"10.2307\/1391361","article-title":"Calculating interval forecasts (with discussion)","volume":"11","author":"Chatfield","year":"1993","journal-title":"Journal of Business and Economic Statistics"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB56","doi-asserted-by":"crossref","first-page":"289","DOI":"10.2307\/1403481","article-title":"The impact of empirical accuracy studies on time series analysis and forecasting","volume":"63","author":"Fildes","year":"1995","journal-title":"International Statistical Review"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB57","doi-asserted-by":"crossref","unstructured":"Miller R. Simultaneous statistical inferences. 2nd ed. New York: Springer, 1981.","DOI":"10.1007\/978-1-4613-8122-8"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB58","doi-asserted-by":"crossref","first-page":"S119","DOI":"10.1002\/jae.3950070509","article-title":"Characterizing nonlinearities in business cycles using smooth transition autoregressive models","volume":"7","author":"Terasvirta","year":"1992","journal-title":"Journal of Applied Econometrics"},{"key":"10.1016\/S0305-0548(99)00123-9_BIB59","first-page":"399","volume":"22","author":"Tong","year":"1995","journal-title":"A personal overview of non-linear time series analysis from a chaos perspective"}],"container-title":["Computers &amp; Operations Research"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0305054899001239?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0305054899001239?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2024,12,4]],"date-time":"2024-12-04T18:21:52Z","timestamp":1733336512000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0305054899001239"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2001,4]]},"references-count":59,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2001,4]]}},"alternative-id":["S0305054899001239"],"URL":"https:\/\/doi.org\/10.1016\/s0305-0548(99)00123-9","relation":{},"ISSN":["0305-0548"],"issn-type":[{"value":"0305-0548","type":"print"}],"subject":[],"published":{"date-parts":[[2001,4]]}}}