Short-term time series algebraic forecasting with internal smoothing

A new algebraic forecasting method with internal smoothing is proposed for short-term time series prediction. The concept of the H-rank of a sequence is exploited for the detection of a base algebraic fragment of the time series. Evolutionary algorithms are exploited for the identification of the se...

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Vydáno v:	Neurocomputing (Amsterdam) Ročník 127; s. 161 - 171
Hlavní autoři:	Palivonaite, Rita, Ragulskis, Minvydas
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Amsterdam Elsevier B.V 15.03.2014 Elsevier
Témata:	Algebra Algebraic sequence Evolutionary algorithms Exact sciences and technology Hankel matrix Inference from stochastic processes; time series analysis Mathematics Probability and statistics Sciences and techniques of general use Statistics Time series forecasting Hankel matrix Time series forecasting Algebraic sequence Evolutionary algorithms Short term Averaging method Smoothing methods Evolutionary algorithm Variability Time series Real time Forecasting Sequential analysis Smoothing Algebraic method Occupation time Potential method
ISSN:	0925-2312, 1872-8286
On-line přístup:	Získat plný text
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