Short-term time series algebraic forecasting with mixed smoothing

被引:12
|
作者
Palivonaite, Rita [1 ]
Lukoseviciute, Kristina [1 ]
Ragulskis, Minvydas [1 ]
机构
[1] Kaunas Univ Technol, Res Grp Math & Numer Anal Dynam Syst, LT-51368 Kaunas, Lithuania
关键词
Time series prediction; Smoothing; Evolutionary algorithms; GENETIC ALGORITHM; NEURAL-NETWORKS; ELECTRICITY; OPTIMIZATION; MODEL;
D O I
10.1016/j.neucom.2015.07.018
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
Short-term time series algebraic prediction technique with mixed smoothing is presented in this paper. Evolutionary algorithms are employed for the identification of a near-optimal algebraic skeleton from the available data. Direct algebraic predictions are conciliated by internal errors of interpolation and external differences from the moving average. Computational experiments with real world time series are used to demonstrate the effectiveness of the proposed forecasting algorithm. (C) 2015 Elsevier B.V. All rights reserved.
引用
收藏
页码:854 / 865
页数:12
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