A Reliability-Based RBF Network Ensemble Model for Foreign Exchange Rates Predication
In this study, a reliability-based RBF neural network ensemble forecasting model is proposed to overcome the shortcomings of the existing neural ensemble methods and ameliorate forecasting performance. In this model, the ensemble weights are determined by the reliability measure of RBF network output. For testing purposes, we compare the new ensemble model’s performance with some existing network ensemble approaches in terms of three exchange rates series. Experimental results reveal that the prediction using the proposed approach is consistently better than those obtained using the other methods presented in this study in terms of the same measurements.
KeywordsHide Layer Mean Square Error Radial Basis Function Radial Basis Function Network Ensemble Model
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