Multistep-ahead independent prediction of nonlinear time series based on independent model

被引：0
|
作者：
Yang, Zhen-Ming [1 ]
Yue, Ji-Guang [1 ]
Wang, Xiao-Bao [2 ]
Xiao, Yun-Shi [1 ]
机构：
[1] College of Electronic and Information Engineering, Tongji University, Shanghai 201804, China
[2] Shanghai Shentong Rail Transit Research and Consultancy Co., Ltd., Shanghai 201103, China
来源：
Shanghai Jiaotong Daxue Xuebao/Journal of Shanghai Jiaotong University | 2013年 / 47卷 / 10期
关键词：
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：1626 / 1631
相关论文
共 50 条
  • [1] Multistep-ahead time series prediction
    Cheng, HB
    Tan, PN
    Gao, J
    Scripps, J
    [J]. ADVANCES IN KNOWLEDGE DISCOVERY AND DATA MINING, PROCEEDINGS, 2006, 3918 : 765 - 774
  • [2] Nonparametric multistep-ahead prediction in time series analysis
    Chen, R
    Yang, LJ
    Hafner, C
    [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2004, 66 : 669 - 686
  • [3] A Meta-learner approach to multistep-ahead time series prediction
    Bahrpeyma, Fouad
    Ngo, Vuong M.
    Roantree, Mark
    McCarren, Andrew
    [J]. INTERNATIONAL JOURNAL OF DATA SCIENCE AND ANALYTICS, 2024,
  • [4] PSO-MISMO Modeling Strategy for MultiStep-Ahead Time Series Prediction
    Bao, Yukun
    Xiong, Tao
    Hu, Zhongyi
    [J]. IEEE TRANSACTIONS ON CYBERNETICS, 2014, 44 (05) : 655 - 668
  • [5] Time series multistep-ahead predictability estimation and ranking
    Hong, X
    Billings, SA
    [J]. JOURNAL OF FORECASTING, 1999, 18 (02) : 139 - 149
  • [6] A Bias and Variance Analysis for Multistep-Ahead Time Series Forecasting
    Ben Taieb, Souhaib
    Atiya, Amir F.
    [J]. IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2016, 27 (01) : 62 - 76
  • [7] Conformal Multistep-Ahead Multivariate Time-Series Forecasting
    Schlembach, Filip
    Smirnov, Evgueni
    Koprinska, Irena
    [J]. CONFORMAL AND PROBABILISTIC PREDICTION WITH APPLICATIONS, VOL 179, 2022, 179
  • [8] Multistep-Ahead Chaotic Time Series Prediction Based on Hierarchical Echo State Network With Augmented Random Features
    Na, Xiaodong
    Zhang, Mengyuan
    Ren, Weijie
    Han, Min
    [J]. IEEE TRANSACTIONS ON COGNITIVE AND DEVELOPMENTAL SYSTEMS, 2023, 15 (02) : 700 - 711
  • [9] Multistep-Ahead Prediction of Urban Traffic Flow Using GaTS Model
    Wang, Benchao
    Qin, Pan
    Gu, Hong
    [J]. WIRELESS COMMUNICATIONS & MOBILE COMPUTING, 2020, 2020
  • [10] Minimizing multistep-ahead prediction error for piecewise ARX model identification
    Yang, Yu
    Morozov, Yegor
    [J]. COMPUTERS & CHEMICAL ENGINEERING, 2022, 160
12345