Resumen de Box & Jenkins Model Identification: A Comparison of Methodologies

Maria Augusta Soares Machado, Reinaldo Castro Souza, Ricardo Tanscheit

• This paper focuses on a presentation of a comparison of a neuro-fuzzy back propagation network and Forecast automatic model Identification to identify automatically Box & Jenkins non seasonal models.Recently some combinations of neural networks and fuzzy logic technologies have being used to deal with uncertain and subjective problems. It is concluded on the basis of the obtained results that this type of approach is very powerful to be used.