Nonlinear Autoregressive with Exogenous Input (NARX) Neural Network-Based Machine-Learning Model for Time-Series Application
摘要
This article presents multistep time-series forecasting of annual monsoon rainfall in India using nonlinear autoregressive with exogenous input (NARX) neural network. The annual monsoon rainfall data of duration from year 1901 to 2014 has been considered learning of NARX neural network. The prediction accuracy of the NARX model has been confirmed using several error indicators namely mean absolute error (MAE), root mean squared error (RMSE), mean absolute percentage error (MAPE) and mean arctangent absolute percentage error (MAAPE). The outcomes demonstrate outstanding performance of NARX neural network model giving a MAE, RMSE, MAPE, and MAAPE of 28.38 mm, 30.64 mm, 3.52% and 3.49%, respectively.