Analysing time series for forecasting (a personal view)

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

a 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

Analysing Stable Time Series

We describe how to take a stable ARMA time series through the various stages of model identi cation parameter estimation and diag nostic checking and accompany the discussion with a goodly number of large scale simulations that show which methods do and do not work and where some of the pitfalls and problems associated with stable time series modelling lie

متن کامل

Time Variant Fuzzy Time Series Approach for Forecasting Using Particle Swarm Optimization

  Fuzzy time series have been developed during the last decade to improve the forecast accuracy. Many algorithms have been applied in this approach of forecasting such as high order time invariant fuzzy time series. In this paper, we present a hybrid algorithm to deal with the forecasting problem based on time variant fuzzy time series and particle swarm optimization algorithm, as a highly effi...

متن کامل

Ensembles for Time Series Forecasting

This paper describes a new type of ensembles that aims at improving the predictive performance of these approaches in time series forecasting. Ensembles are recognised as one of the most successful approaches to prediction tasks. Previous theoretical studies of ensembles have shown that one of the key reasons for this performance is diversity among ensemble members. Several methods exist to gen...

متن کامل

Which Methodology is Better for Combining Linear and Nonlinear Models for Time Series Forecasting?

Both theoretical and empirical findings have suggested that combining different models can be an effective way to improve the predictive performance of each individual model. It is especially occurred when the models in the ensemble are quite different. Hybrid techniques that decompose a time series into its linear and nonlinear components are one of the most important kinds of the hybrid model...

متن کامل

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: RAIRO - Operations Research

سال: 1989

ISSN: 0399-0559,1290-3868

DOI: 10.1051/ro/1989230201131