Comparing NARX and NARMAX models using ANN and SVM for cash demand forecasting for ATM

descriptionPublicationkeyboard_double_arrow_right Article , Conference object 01 Jun 2012Publisher:IEEEJournal:The 2012 International Joint Conference on Neural Networks (IJCNN)

Authors: Gonzalo Acuña; Cristián Ramírez; Millaray Curilem;

doi: 10.1109/ijcnn.2012.6252476

Comparing NARX and NARMAX models using ANN and SVM for cash demand forecasting for ATM

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Abstract

A comparative study between NARMAX and NARX models developed with ANN and SVM when used to forecast cash demand for ATMs is conducted. A simple methodology for developing SVM-NARMAX models is proposed. The best results were obtained with NARX-ANN models. In addition no significant differences were found between NARX and NARMAX for both ANN and SVM. Hence it seems advisable to choose simpler models, such as NARX and a user-friendly tool like ANN at least for this particular application.

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