Application of Approximation Theory and ARIMA Models

Abstract

In this chapter we describe other algorithms as a possible alternative to artificial neural network (ANN) method for solving the reconstruction problem. Many algorithms, unlike ANN and simply NN, have been used for solving analogous problems. We selected two algorithms: the approximation operators which are a different version of ANN, already studied and explained in detail in Chapter 5, and the classical autoregressive integrated moving average (ARIMA) models widely used in the framework of time-series analysis. We apply both of them to our problem and we show with some examples that the ANN models have a much better performance.