Weighted ranking procedure for combining univariate time series models
نویسندگان
چکیده
منابع مشابه
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 کاملCombining Time Series Models for Forecasting
Statistical models (e.g., ARIMA models) have been commonly used in time series data analysis and forecasting. Typically one model is selected based on a selection criterion (e.g., AIC), hypothesis testing, and/or graphical inspections. The selected model is then used to forecast future values. However, model selection is often unstable and may cause an unnecessarily high variability in the nal ...
متن کاملUnivariate Time Series Models Econ 241b, Fall 2005
1 Discrete-Time Stationary Processes 2 1.
متن کاملAnomaly Detection for Univariate Time-Series Data
Some of the biggest challenges in anomaly based network intrusion detection systems have to do with being able to handle anomaly detection at huge scale, in real time. The incoming data stream is homogeneous, containing different anomalous patterns along with a large amount of normal data. We pose the problem as that of detecting the anomaly in the data stream in realtime. We define an approach...
متن کاملBenchmarking Univariate Time Series Classifiers
Time series are a collection of values sequentially recorded over time. Nowadays, sensors for recording time series are omnipresent as RFID chips, wearables, smart homes, or event-based systems. Time series classification aims at predicting a class label for a time series whose label is unknown. Therefore, a classifier has to train a model using labeled samples. Classification time is a key cha...
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: Tropical Agricultural Research
سال: 2015
ISSN: 1016-1422
DOI: 10.4038/tar.v26i3.8111