MODELLING AND FORECAST OF CHARCOAL PRICES USING A NEURO-FUZZY SYSTEM

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Auteur principal: Carlos Alberto Araújo Júnior
Format: Artículo científico
Langue:en
Publié: Universidade Federal de Lavras 2016
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author Carlos Alberto Araújo Júnior
author_facet Carlos Alberto Araújo Júnior
contents MODELLING AND FORECAST OF CHARCOAL PRICES USING A NEURO-FUZZY SYSTEM Carlos Alberto Araújo Júnior Liniker Fernandes da Silva Marcio Lopes da Silva Helio Garcia Leite Erlon Barbosa Valdetaro Danilo Barros Donato Renato Vinícius Oliveira Castro Agrociencias ANFIS Time series Computational intelligence Using a monthly time series of charcoal prices in Minas Gerais from January 2000 to September 2014, this study aimed to evaluate the use of neuro-fuzzy system to model the series and forecasting prices. We used four modeling structures for different prices lags (1, 2, 3, 4 and 5 lags). The structure most appropriate for neuro-fuzzy system was chosen based on the root mean square error, mean absolute error, mean squared error, mean absolute percentage error and maximum absolute percentage error for the forecasted period. With the results found, it is possible to conclude that a neuro-fuzzy system can be used properly to predict the charcoal prices. 2016 artículo científico 0104-7760 https://www.redalyc.org/articulo.oa?id=74446629003 en http://www.redalyc.org/revista.oa?id=744 CERNE application/pdf Universidade Federal de Lavras CERNE (Brasil) Num.2 Vol.22
format Artículo científico
id redalyc_74446629003
institution Redalyc
language en
publishDate 2016
publisher Universidade Federal de Lavras
spellingShingle MODELLING AND FORECAST OF CHARCOAL PRICES USING A NEURO-FUZZY SYSTEM
Carlos Alberto Araújo Júnior
Agrociencias
ANFIS
Time series
Computational intelligence
MODELLING AND FORECAST OF CHARCOAL PRICES USING A NEURO-FUZZY SYSTEM Carlos Alberto Araújo Júnior Liniker Fernandes da Silva Marcio Lopes da Silva Helio Garcia Leite Erlon Barbosa Valdetaro Danilo Barros Donato Renato Vinícius Oliveira Castro Agrociencias ANFIS Time series Computational intelligence Using a monthly time series of charcoal prices in Minas Gerais from January 2000 to September 2014, this study aimed to evaluate the use of neuro-fuzzy system to model the series and forecasting prices. We used four modeling structures for different prices lags (1, 2, 3, 4 and 5 lags). The structure most appropriate for neuro-fuzzy system was chosen based on the root mean square error, mean absolute error, mean squared error, mean absolute percentage error and maximum absolute percentage error for the forecasted period. With the results found, it is possible to conclude that a neuro-fuzzy system can be used properly to predict the charcoal prices. 2016 artículo científico 0104-7760 https://www.redalyc.org/articulo.oa?id=74446629003 en http://www.redalyc.org/revista.oa?id=744 CERNE application/pdf Universidade Federal de Lavras CERNE (Brasil) Num.2 Vol.22
title MODELLING AND FORECAST OF CHARCOAL PRICES USING A NEURO-FUZZY SYSTEM
topic Agrociencias
ANFIS
Time series
Computational intelligence
url https://www.redalyc.org/articulo.oa?id=74446629003