Non-Linear ARIMA using neural nets?

Hi Mehran, I'm Burak for Turkey and I'll try to make an impression on you, about ANN and Time Series, If I can of course:) When I was working on my graduate thesis at collage, I used to Backpropagation Network with Delta Bar Delta weight updating algorithm (offline and supervized learning). I forecast; Turkish Lira / USD Exchange Rates (Period: Daily, Range: 2002-2005 for Training, 2005-2006 for forecasting) I programmed this network on Visual Basic.Net and I'll tray to give an abstract of my results in here. I used many of types of ANNs and I decided to best way of the forecasting of time series are Feedforward Backpropagation Networks. And yes there are absolutely significant differences between ANN and other techniques espicially "When the relations of series are both not linear and unseenable easily" In Accordance With: Mean Error Criteria In Accordance With: Mean Absolute Error Criteria In Accordance With: Mean Squared Error Criteria In Accordance With: Mean Percentage Error Criteria In Accordance With: Mean Absolute Percentage Error Criteria I have given the most useful criterias that uses to performance analyzing of forecast. I hope you have the information about this criterias and you'll able to make comparsion of ANN and other models.