Forecasting seasonal time series with computational intelligence: on recent methods and the potential of their combinations

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17610%2F13%3AA13012G0" target="_blank" >RIV/61988987:17610/13:A13012G0 - 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

Forecasting seasonal time series with computational intelligence: on recent methods and the potential of their combinations

Popis výsledku v původním jazyce

Accurate time series forecasting is a key issue to support individual and organizational decision making. In this paper, we introduce novel methods for multi-step seasonal time series forecasting. All the presented methods stem from computational intelligence techniques: evolutionary artificial neural networks, support vector machines and genuine linguistic fuzzy rules. Performance of the suggested methods is experimentally justified on seasonal time series from distinct domains on three forecasting horizons. The most important contribution is is the introduction of a new hybrid combination using linguistic fuzzy rules and the other computational intelligence methods. This hybrid combination presents competitive forecasts, when compared with the popular ARIMA method. Moreover, such hybrid model is more easy to interpret by decision-makers when modeling trended series.

Název v anglickém jazyce

Forecasting seasonal time series with computational intelligence: on recent methods and the potential of their combinations

Popis výsledku anglicky

Accurate time series forecasting is a key issue to support individual and organizational decision making. In this paper, we introduce novel methods for multi-step seasonal time series forecasting. All the presented methods stem from computational intelligence techniques: evolutionary artificial neural networks, support vector machines and genuine linguistic fuzzy rules. Performance of the suggested methods is experimentally justified on seasonal time series from distinct domains on three forecasting horizons. The most important contribution is is the introduction of a new hybrid combination using linguistic fuzzy rules and the other computational intelligence methods. This hybrid combination presents competitive forecasts, when compared with the popular ARIMA method. Moreover, such hybrid model is more easy to interpret by decision-makers when modeling trended series.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BA - Obecná matematika

OECD FORD obor

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Projekt

Výsledek vznikl pri realizaci vícero projektů. Více informací v záložce Projekty.

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2013

Kód důvěrnosti údajů

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

Název periodika

EXPERT SYST APPL

ISSN

0957-4174

e-ISSN

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Svazek periodika

40

Číslo periodika v rámci svazku

6

Stát vydavatele periodika

NL - Nizozemsko

Počet stran výsledku

12

Strana od-do

1981-1992

Kód UT WoS článku

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EID výsledku v databázi Scopus

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