We consider forecasting a single time series when there is a large number of predictors and a possible nonlinear effect. The dimensionality was first reduced via a highdimensional factor model implemented by the principal component analysis. Using the extracted factors, we develop a link-free forecasting method, called the sufficient forecasting, which provides several sufficient predictive ind...

The problem of fuzzy time series forecasting plays an important role in many scientific areas such as statistics and neural networks. While forecasting fuzzy time series, most of forecasting applications use the same length of intervals. The determination of length of intervals is significant and critical in fuzzy time series forecasting. The usage of convenient performance measure may also hav...

Wind generation is hectic by nature, making wind power forecasting highly challenging, particularly for short time frames. Forecasting of wind power is becoming progressively more important to power system operators and electricity market.Wind power is variable and irregular over various timescales as it is weather dependent. Thus precise forecasting of wind power is acknowledged as a major con...

Predicting the traffic of an article, as measured by page views, is of great importance to content providers. Articles with increased traffic can improve advertising revenue and expand a provider’s user base. We propose a broadly applicable methodology incorporating meta-data and joint forecasting across articles, that involves solving a large optimization problem through the Alternating Direct...

A drawback of traditional forecasting methods is that they can not deal with forecasting problems in which the historical data are represented by linguistic values. Using fuzzy time series to deal with forecasting problems can overcome this drawback. In this paper, we propose a new fuzzy time series model called the two-factors time-variant fuzzy time series model to deal with forecasting probl...

The expertise of electricity load forecasting has developed over decades. Some of the best load forecasting models use this expertise to improve the load forecasting accuracy by splitting the forecasting problem into sub-problems such as for weekend/weekday and peak/off peak. This research is designed to evaluate a method based on boosting algorithms to split the data into sub-problems for pric...

Hybridizing chaotic evolutionary algorithms with support vector regression (SVR) to improve forecasting accuracy is a hot topic in electricity load forecasting. Trapping at local optima and premature convergence are critical shortcomings of the tabu search (TS) algorithm. This paper investigates potential improvements of the TS algorithm by applying quantum computing mechanics to enhance the se...

in this paper, we propose a new residual analysis method using fourier series transform into fuzzy time series model for improving the forecasting performance. this hybrid model takes advantage of the high predictable power of fuzzy time series model and fourier series transform to fit the estimated residuals into frequency spectra, select the low-frequency terms, filter out high-frequency term...

Grey-markov forecasting model of traffic volume was founded by applying the model of GM (1,1) and Markov random process theory. The model utilizes the advantages of Grey-markov GM (1,1) forecasting model and Markov random process in order to discover the developing and varying tendency of the forecasting data sequences of traffic volume. The analysis of an example indicates that the grey-markov...

In recent years, some researchers used high-order fuzzy time series to deal with forecasting problems. In this paper, we present a new method for forecasting the enrollments of the University of Alabama based on the high-order fuzzy time series. The proposed method uses the socalled “second order differences” of the enrollments of the previous years to determine the trend of the forecasting. Th...