autoann: Neural Network–Based Model Selection and Forecasting

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Authors: Pramit Pandit, Ms. Moumita Paul, Bikramjeet Ghose
Cited by: 0

Abstract

Provides a systematic framework for neural network–based model selection and forecasting using single hidden layer feed-forward networks. It evaluates all possible combinations of predictor variables and hidden layer configurations, selecting the optimal model based on predictive accuracy criteria such as root mean squared error (RMSE) and mean absolute percentage error (MAPE). Predictors are automatically standardized, and model performance is assessed using out-of-sample validation. The package is designed for empirical modelling and forecasting in economics, agriculture, trade, climate, and related applied research domains where nonlinear relationships and robust predictive performance are of primary interest.

Fields of Study & Subjects

Neural Networks and Applications Forecasting Techniques and Applications Machine Learning and ELM

Publication details

Publication date
15 January 2026
Document type
Dataset