Forecasting seasonal time series with computational intelligence: contribution of a combination of distinct methods
Accurate time series forecasting are important for displaying the manner in which the past contin- ues to affect the future and for planning our day to day activities. In recent years, a large litera- ture has evolved on the use of computational in- telligence in many forecasting applications. In th...
Main Author: | |
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Other Authors: | , , , |
Format: | conferencePaper |
Language: | eng |
Published: |
2011
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Subjects: | |
Online Access: | http://hdl.handle.net/1822/14840 |
Country: | Portugal |
Oai: | oai:repositorium.sdum.uminho.pt:1822/14840 |
Summary: | Accurate time series forecasting are important for displaying the manner in which the past contin- ues to affect the future and for planning our day to day activities. In recent years, a large litera- ture has evolved on the use of computational in- telligence in many forecasting applications. In this paper, several computational intelligence techniques (genetic algorithms, neural networks, support vec- tor machine, fuzzy rules) are combined in a distinct way to forecast a set of referenced time series. Fore- casting performance is compared to the a standard and method frequently used in practice. |
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