A WAVELET TRANSFER MODEL FOR TIME SERIES FORECASTING
نویسندگان
چکیده
منابع مشابه
A Wavelet Transfer Model for Time Series Forecasting
This paper is concerned with the case of an exogenous system in which a model is required to forecast a periodic output time series using a causal input. A novel approach is developed in which the wavelet packet transform is taken of both the dependent time series and causal input. This results in two sets of basis dictionaries and requires two bases to be chosen. It is proposed that the best b...
متن کاملAn Algorithm Forecasting Time Series Using Wavelet
In this paper we used the technique of wavelets with fuzzy logic to forecast enrollment of Alabama university from 1971 to 1994 where data were taken and analyzed by using wavelets, then logic , and we used the mean square error (MSE) to compare the forecasting results with previous different forecasting methods. The results were acceptable compared with the results of previous research. 1Intro...
متن کاملOptimal design of hierarchical wavelet networks for time-series forecasting
The purpose of this study is to identify the Hierarchical Wavelet Neural Networks (HWNN) and select important input features for each sub-wavelet neural network automatically. Based on the predefined instruction/operator sets, a HWNN is created and evolved using tree-structure based Extended Compact Genetic Programming (ECGP), and the parameters are optimized by Differential Evolution (DE) algo...
متن کاملAN EXTENDED FUZZY ARTIFICIAL NEURAL NETWORKS MODEL FOR TIME SERIES FORECASTING
Improving time series forecastingaccuracy is an important yet often difficult task.Both theoretical and empirical findings haveindicated that integration of several models is an effectiveway to improve predictive performance, especiallywhen the models in combination are quite different. In this paper,a model of the hybrid artificial neural networks andfuzzy model is proposed for time series for...
متن کاملa time-series analysis of the demand for life insurance in iran
با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند
ذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Bifurcation and Chaos
سال: 2007
ISSN: 0218-1274,1793-6551
DOI: 10.1142/s0218127407019585