Nonlinear time series forecasting using MARS

Nonlinear Network Time-Series Forecasting Using Redundancy Reduction

In this paper we propose an efficient method for forecasting highly redundant time-series based on historical information. First, redundant inputs and desired outputs are compressed and used to train a single network. Second, network output vectors are uncompressed. Our approach is successfully tested on the hourly temperature forecasting problem.

Nonlinear Time Series in Financial Forecasting

Time Series Forecasting: a Nonlinear Dynamics Approach

The problem of prediction of a given time series is examined on the basis of recent nonlinear dynamics theories. Particular attention is devoted to forecast the amplitude and phase of one of the most common solar indicator activity, the international monthly smoothed sunspot number. It is well known that the solar cycle is very difficult to predict due to the intrinsic complexity of the related...

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...

Forecasting economic time series using unobserved components time series models

A preliminary version, please do not quote