Factors Affecting Performance of Parametric and Non-parametric Models for Daily Traffic Forecasting
نویسندگان
چکیده
منابع مشابه
Relative Performance of Semi-parametric Nonlinear Models in Forecasting Basis
Many risk management strategies, including hedging the price risk using forward or futures contracts require accurate forecasts of basis, i.e., spot price minus the futures price. Recent literature in this area has applied nonlinear time-series models, which are refinements of the linear autoregressive models that allow the parameters to transition from one regime to another. These parametric n...
متن کاملParametric vs Non - Parametric Generative Models
The contrast is exemplified by the following classification task. Let’s assume that we are given data, X , i.e. the observed variable and we want to determine its class label, Y, the unobserved (target) variable. A generative classifier, such as Naive Bayes, makes use of the joint distribution of X and Y, i.e. P(X ,Y) to perform this inference. While a discriminative classifier, such as a Logis...
متن کاملGaussian Processes and Non-parametric Volatility Forecasting
We provide a formulation of stochastic volatility based on Gaussian processes, a flexible framework for Bayesian nonlinear regression. The advantage of using Gaussian processes in this context is to place volatility forecastingwithin a regression framework; this allows a large number of explanatory variables to be used for forecasting, a task difficult with standard volatility-forecasting formu...
متن کاملVery High Resolution Parametric and Non- Parametric Sartomography Methods for Monitoring Urban Areas Structures
Synthetic Aperture Radar (SAR) is the only way to evaluate deformation of the Earth’s surface from space on the order of centimeters and millimeters due to its coherent nature and short wavelengths. Hence, by this means the long term risk monitoring and security are performed as precisely as possible. Traditional SAR imaging delivers a projection of the 3-D object to the two dimensional (2-D) a...
متن کاملComparison of Parametric and Nonparametric Techniques for Non-peak Traffic Forecasting
Accurately predicting non-peak traffic is crucial to daily traffic for all forecasting models. In the paper, least squares support vector machines (LS-SVMs) are investigated to solve such a practical problem. It is the first time to apply the approach and analyze the forecast performance in the domain. For comparison purpose, two parametric and two non-parametric techniques are selected because...
متن کاملذخیره 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: Procedia Computer Science
سال: 2014
ISSN: 1877-0509
DOI: 10.1016/j.procs.2014.05.426