Combination of arima model and neural network

How to combine arima model and neural network for forecasrting?

Answer 1

[Umang Pandey]

Hi Angelin,

You can refer to the following File Exchange submission on using Generalized Regression Neural Network (GRNN) with ARIMA to assess the disease epidemic situation. This gives an idea on how to combine ARIMA with a NN :

https://www.mathworks.com/matlabcentral/fileexchange/61383-arima-grnn-hybrid-model

You can also refer to the following article as a reference for getting an idea on theoritical aspect of combining the two for forecasting:

https://onlinelibrary.wiley.com/doi/10.1155/2014/614342

Best,

Umang