There are three methods (1, 2 & 3 [Back-propagation]) for forecasting a time series. Here is a collection of MATLAB programming, screen shorts, Fig files giving results. Follow comments in the files to run programs

Method 1
........\400 1.fig

........\400 2.fig
........\400 3.fig

........\MG tau 13.fig

........\MG tau 30.fig

........\mgts.m
........\st1.m
........\ttsf.m

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