Research Article

A New Hybrid Methodology for Nonlinear Time Series Forecasting

Table 1

Comparison of the performance of the proposed methodology.

ModelMSE

Autoregressive integrated moving average (ARIMA)0.020
Feedforward neural network (FNN)0.020
Zhang’s hybrid model0.017
Proposed methodology (Zhang’s process)0.009
Aladag’s hybrid model0.009
Proposed methodology (Aladag’s process)0.006