Published Mar 16, 2012


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Juan David Velasquez-Henao, PhD

Carlos Jaime Franco-Cardona, PhD

Yris Olaya-Morales, PhD



Recently, Ghiassi, Saidane and Zimbra [Int J Forecasting, vol. 21, 2005, pp. 341-362] presented a dynamicarchitecture neural network for time series prediction which performs significantly better than traditional artificial neural networks and the ARIMA methodology. The main objective of this article is to prove that the original DAN2 model can be rewritten as an additive model. We show that our formulation has several advantages: First, it reduces the total number of parameters to estimate; second, it allows estimating all the linear parameters by using ordinary least squares or ridge regression; and, finally, it improves the search for the global minimum of the error function used to estimate the model parameters. To assess the effectiveness of our approach, we estimate two models for one of the time series used as a benchmark when the original DAN2 model was proposed. The results indicate that our approach is able to find models with similar or better accuracy than the original DAN2.


Neural networks (computer science), artificial intelligence, logic programming, time-series analysisRedes neurales (computadores), inteligencia artificial, programación lógica, análisis de series de tiempo

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How to Cite
Velasquez-Henao, J. D., Franco-Cardona, C. J., & Olaya-Morales, Y. (2012). A A review of DAN2 (dynamic architecture for artificial neural networks) model in time series forecasting. Ingenieria Y Universidad, 16(1), 135.

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