Algebraic Evolutionary Forecasting of Short Time Series

机译：短时间序列的代数演化预测

获取原文

获取原文并翻译 | 示例

页面导航

摘要
著录项
相似文献
相关主题

摘要

A new short-term time series forecasting method based on the identification of skeleton algebraic sequences is proposed in this paper. The concept of the rank of the Hankel matrix is exploited to detect a base fragment of the time series and to extrapolate the model of the process into future. Evolutionary algorithms are used to remove the noise, to identify the skeleton algebraic sequence and to balance the forecast with the smoothed moving average estimate of the time series. Numerical experiments with a real-world time series are used to illustrate the functionality of the proposed technique.

机译：提出了一种基于骨架代数序列识别的短期时间序列预测新方法。 Hankel矩阵的秩的概念被用于检测时间序列的基本片段，并将过程模型外推到未来。进化算法用于消除噪声，识别骨架代数序列，并使预测与时间序列的平滑移动平均值估计保持平衡。具有实际时间序列的数值实验用于说明所提出技术的功能。

著录项

来源
《Mathematical methods for information science and economics》|2012年|53-58|共6页
会议地点 Montreux(CH)
作者
RITA PALIVONAITE; JURATE RAGULSKIENE; ALGIMANTAS FEDARAVICIUS; MINVYDAS RAGULSKIS;
展开▼
作者单位

Research Group for Mathematical and Numerical Analysis of Dynamical Systems Kaunas University of Technology Studentu 50-222, Kaunas LT-51368 LITHUANIA;

Department of Technical Sciences Kauno Kolegija Pramones pr. 20, Kaunas LT-50468 LITHUANIA;

Institute of Defence Technologies Kaunas University of Technology Kestucio 27, Kaunas LT-44312 LITHUANIA;

Research Group for Mathematical and Numerical Analysis of Dynamical Systems Kaunas University of Technology Studentu 50-222, Kaunas LT-51368 LITHUANIA;

展开▼
会议组织
原文格式 PDF
正文语种 eng
中图分类
关键词
Time Series Forecasting; Evolutionary Algorithms; Algebraic Sequence;

机译：时间序列预测；进化算法；代数序列;

相似文献

外文文献
中文文献
专利

1. A new hybrid evolutionary based RBF networks method for forecasting time series: A case study of forecasting emergency supply demand time series [J] . Reza Mohammadi, S.M.T. Fatemi Ghomi, Farzad Zeinali Engineering Applications of Artificial Intelligence . 2014,第nova期

机译：基于混合进化的RBF网络预测时间序列的新方法：以应急供应需求时间序列预测为例
2. Algebraic segmentation of short nonstationary time series based on evolutionary prediction algorithms [J] . Rita Palivonaite, Kristina Lukoseviciute, Minvydas Ragulskis Neurocomputing . 2013,第deca9期

机译：基于进化预测算法的短非平稳时间序列的代数分割
3. Time series sales forecasting for short shelf-life food products based on artificial neural networks and evolutionary computing [J] . Philip Doganis, Alex Alexandridis, Panagiotis Patrinos, Journal of food engineering . 2006,第2期

机译：基于人工神经网络和进化计算的短保质期食品时间序列销售预测
4. Algebraic Evolutionary Forecasting of Short Time Series [C] . RITA PALIVONAITE, JURATE RAGULSKIENE, ALGIMANTAS FEDARAVICIUS, WSEAS International Conference on Applied Mathematics . 2013

机译：短时间序列的代数进化预测
5. A neuro-wavelet model for the short-term forecasting of high-frequency time series of stock returns. [D] . Ortega, Luis F. 2013

机译：神经小波模型，用于短期预测股票收益的高频时间序列。
6. A Hybrid Forecasting Approach to Air Quality Time Series Based on Endpoint Condition and Combined Forecasting Model [O] . Jiaming Zhu, Peng Wu, Huayou Chen, 2018

机译：基于端点条件和组合预测模型的空气质量时间序列混合预测方法
7. Evolutionary optimization of sparsely connected and time-lagged neural networks for time series forecasting [O] . Peralta Donate Juan, Cortez Paulo 2014

机译：时间序列预测的稀疏连接和时滞神经网络的进化优化

Algebraic Evolutionary Forecasting of Short Time Series

摘要

著录项

相似文献

相关主题

期刊订阅