Associative Model for the Forecasting of Time Series Based on the Gamma Classifier

نویسندگان

  • Itzamá López-Yáñez
  • Leonid Sheremetov
  • Cornelio Yáñez-Márquez
چکیده

The paper describes a novel associative model for the forecasting of time series in petroleum engineering. The model is based on the Gamma classifier, which is inspired on the Alpha-Beta associative memories, taking the alpha and beta operators as basis for the gamma operator. The objective is to reproduce and predict future oil production in different scenarios in an adjustable time window. The distinctive features of the experimental data set are spikes, abrupt changes and frequent discontinuities, which considerably decrease the precision of traditional forecasting methods. As experimental results show, this classifier-based predictor exhibits competitive performance. The advantages and limitations of the model, as well as lines of improvement, are discussed.

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

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Comparative Study Among Different Time Series Models for Monthly Rainfall Forecasting in Shiraz Synoptic Station, Iran

In this research, monthly rainfall of Shiraz synoptic station from March 1971 to February 2016 was studied using different time series models by ITSM Software. Results showed that the ARMA (1,12) model based on Hannan-Rissanen method was the best model which fitted to the data. Then, to assess the verification and accuracy of the model, the monthly rainfall for 60 months (from March 2011 to Feb...

متن کامل

Seismic Data Forecasting: A Sequence Prediction or a Sequence Recognition Task

In this paper, we have tried to predict earthquake events in a cluster of seismic data on pacific ring of fire, using multivariate adaptive regression splines (MARS). The model is employed as either a predictor for a sequence prediction task, or a binary classifier for a sequence recognition problem, which could alternatively help to predict an event. Here, we explain that sequence prediction/r...

متن کامل

Rainfall-runoff process modeling using time series transfer function

Extended Abstract 1- Introduction Nowadays, forecasting and modeling the rainfall-runoff process is essential for planning and managing water resources. Rainfall-Runoff hydrologic models provide simplified characterizations of the real-world system. A wide range of rainfall-runoff models is currently used by researchers and experts. These models are mainly developed and applied for simulation...

متن کامل

A NEW APPROACH BASED ON OPTIMIZATION OF RATIO FOR SEASONAL FUZZY TIME SERIES

In recent years, many studies have been done on forecasting fuzzy time series. First-order fuzzy time series forecasting methods with first-order lagged variables and high-order fuzzy time series forecasting methods with consecutive lagged variables constitute the considerable part of these studies. However, these methods are not effective in forecasting fuzzy time series which contain seasonal...

متن کامل

Currency Exchange Rate Forecasting using Associative Models

Associative Models were created and used for pattern recognition tasks, but recently such models have shown good forecasting capabilities; by a preprocessing of a time series and some fit of the Model. In this paper, the Gamma Classifier is used as a novel alternative for currency exchange rate forecasting, where experimental results indicate that the proposed method can be effective in the Exc...

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

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2013