Combining Techniques in Time Series Forecasting

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17310%2F11%3AA1201228" target="_blank" >RIV/61988987:17310/11:A1201228 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Combining Techniques in Time Series Forecasting

Popis výsledku v původním jazyce

This paper deals with the well-known ?no free lunch? phenomenon that, briefly said, claims that there is no time series forecasting method generally better than any other. To solve this problem, one may try to investigate which method is the most promising one for which time series, e.g., based on time series features such as its length, stationary, seasonality, origin etc. An alternative approach consists in combining more time series forecasting methods in order to eliminate the risk of choosing an inappropriate (or even the worst) method. We adopt the second approach and investigate the possible ways of combining distinct methods.

Název v anglickém jazyce

Combining Techniques in Time Series Forecasting

Popis výsledku anglicky

This paper deals with the well-known ?no free lunch? phenomenon that, briefly said, claims that there is no time series forecasting method generally better than any other. To solve this problem, one may try to investigate which method is the most promising one for which time series, e.g., based on time series features such as its length, stationary, seasonality, origin etc. An alternative approach consists in combining more time series forecasting methods in order to eliminate the risk of choosing an inappropriate (or even the worst) method. We adopt the second approach and investigate the possible ways of combining distinct methods.

Druh

D - Stať ve sborníku

CEP obor

IN - Informatika

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2011

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

17th International Conference on Soft Computing MENDEL 2011

ISBN

978-80-214-4302-0

ISSN

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e-ISSN

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Počet stran výsledku

8

Strana od-do

419-426

Název nakladatele

Brno University of Technology, Faculty of Mechanical Engineering

Místo vydání

Brno

Místo konání akce

VUT Brno

Datum konání akce

15. 6. 2011

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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