Intelligent System for Time Series Forecasting

The intelligent forecasting model of time series

Automatic forecasts of univariate time series are largely demanded in business and science. In this paper, we investigate the forecasting task for geo-referenced time series. We take into account the temporal and spatial dimension of time series to get accurate forecasting of future data. We describe two algorithms for forecasting which ARIMA models. The first is designed for seasonal data and ...

Hybrid Swarm System for Time Series Forecasting

In this paper, a hybrid swarm system is presented for time series forecasting. It consists of an intelligent hybrid model composed of an Arti cial Neural Network (ANN) and a Particle Swarm Optimizer (PSO), which search the relevant time lags for a correct characterization of the time series, as well as the number of processing units in the hidden layer, the training algorithm and the modeling o...

A Hybrid Intelligent System For Forecasting Gasoline Price

Intelligent forecasting for financial time series subject to structural changes

This paper is mainly concerned about intelligent forecasting for financial time series subject to structural changes. For example, it is well known that interest rates are subject to structural changes due to external shocks such as government monetary policy change. Such structural changes usually make prediction harder if they are not properly taken care of. Recently, Oh and Kim (2002a, 2002b...

A Web-Based Intelligent Educational Laboratory System for Forecasting Chaotic Time Series

In the context of Chaos Theory and its applications, forecasting time series of a chaotic system is an attractive work area for the current literature. Many different approaches and the related scientific studies have been introduced and done by researchers since the inception of this working area. Newer studies are also performed in order to provide more effective and efficient approaches and ...