The codes for NHANN

Eğrioğlu, E., Fildes, R. A New Bootstrapped Hybrid Artificial Neural Network Approach for Time Series Forecasting. Comput Econ 59, 1355–1383

The codes for "Eğrioğlu, E., Fildes, R. A New Bootstrapped Hybrid Artificial Neural Network Approach for Time Series Forecasting. Comput Econ 59, 1355–1383 (2022)" paper.

Please use following function as a main function [Stats1,Stats2,ONG,B1,B,RMSETEST,MAPETEST,cbest,drcbest]=simprogrammlpARabctestbest2(x,nt)

İnputs:

nt is the length of the test set (test set is taken from the last part of the series as a block structure)

x is the time series

Ouputs:

Stats1: RMSE statistics

Stats2

ONG: The best one step ahead forecasts for the test set

RMSETEST: The RMSE for the test set with the best model parameters

MAPETEST: The MAPE for the test set with the best model parameters

cbest: The best number of hidden layer units

drcbest: The best number of inputs