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Predicción de series de tiempo con redes cascada-correlaciónKeywords: cascade correlation, neural network, time series, forecasting, fit, validation, multilayer perceptron, dan2, arima. Abstract: artificial neural networks, especially multilayer perceptrons, have been recognised as being a powerful technique for forecasting nonlinear time series; however, cascade-correlation architecture is a strong competitor in this task due to it incorporating several advantages related to the statistical identification of multilayer perceptrons. this paper compares the accuracy of a cascadecorrelation neural network to the linear approach, multilayer perceptrons and dynamic architecture for artificial neural networks (dan2) to determine whether the cascade-correlation network was able to forecast the time series being studied with more accuracy. it was concluded that cascade-correlation was able to forecast time series with more accuracy than other approaches.
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