Streamflow forecasting is very important for water resources management and flood defence. In this paper two forecasting methods are compared: ARIMA versus a multilayer perceptron neural network. This comparison is done by forecasting a streamflow of a Mexican river. Surprising results showed that in a monthly basis, ARIMA has lower prediction errors than this Neural Network. Key-Words: Auto re...

Both the fractional Brownian motion (fBm) and the Auto-regressive Integrated Moving Average (ARIMA) models have been applied to teletraffic scenarios in recent years. These models became popular after the discovery that Ethernet and VBR video data appear to possess the property of selfsimilarity. However the results presented in this paper suggest that Ethernet data is more impulsive than traff...

It is well-known that causal forecasting methods that include appropriately chosen Exogenous Variables (EVs) very often present improved forecasting performances over univariate methods. However, in practice, EVs are usually difficult to obtain and in many cases are not available at all. In this paper, a new causal forecasting approach, called Wavelet Auto-Regressive Integrated Moving Average w...

In statistics, signal processing, and mathematical finance; a time series is a sequence of data points that measured at uniform time intervals. The prediction of time series is a very complicated process. In this paper, an improved Adaptive Neuro Fuzzy Inference System (ANFIS) is taken for predicting Mackey-Glass which is one of the chaotic time series. In the modeling of linear and stationary ...

This paper intends to propose an integrated method which combines selforganizing map (SOM) network with genetic algorithm (GA) and particle swarm optimization (PSO)-based (ISGP) algorithm to train the radial basis function (RBF) network for function approximation. The experimental results for three benchmark problems indicated that such integration can have better performance. In addition, usin...

Spam has been one of the most difficult problems to be addressed since the invention of Internet. Outbound spam can reflect the information security level of an organization as most spam emails are generated by compromised computers. Understanding the trend of outbound spam can help organizations adopt proactive policies and measures toward a more informed decision on resource allocation in ter...

Due to notable depletion of fuel, non-conventional energy aids the present grid for Power management across the country. Wind energy indeed has major contribution next to solar. Prediction of wind power is essential to integrate wind farms into the grid. Due to intermittency and variability of wind power, forecasting of wind behavior becomes intricate. Wind speed forecasting tools can resolve t...

This paper applies the Hodrck-Prescott (HP) filter to forecast short-term residential real estate prices under cyclical movements. We separate the trend component from the cyclical component. We show that each regional residential market reacts not only to previous price movements, but also that these regional markets react to previous shocks under Auto Regressive Integrated Moving Average (ARI...

A definition of reliability appropriate for systems containing significant software that includes trustworthiness and is independent of requirements will be stated and argued for. The systems addressed will encompass the entire product development process as well as both product and its documentation. Cost incurred as a result of faults will be shown to be appropriate as a performance measureme...