As to classification problem, this paper puts forward the combinatorial optimization least squares support vector machine algorithm (COLS-SVM). Based on algorithmic analysis of COLS-SVM and improves on it, the improved COLS-SVM can be used on individual credit evaluation. As to regression problem, appropriate kernel function and parameters were selected based on the analysis of support vector r...

Transportation system has time-varying, coupling and nonlinear dynamic characteristics. Traffic flow forecast is one of the key technologies of traffic guidance. It is very difficult to accurately forecast them effectively. This paper has analyzed the complexity and the evaluation index of urban transportation network and has proposed the forecasting model of the hybrid algorithm based on chaos...

Forecasts guide decisions in all areas of economics and finance and their value can only be understood in relation to, and in the context of, such decisions. We discuss the central role of the loss function in helping determine the forecaster’s objectives. Decision theory provides a framework for both the construction and evaluation of forecasts. This framework allows an understanding of the ch...

Although over a thousand scientific papers address the topic of load forecasting every year, only a few are dedicated to finding a general framework for load forecasting that improves the performance, without depending on the unique characteristics of a certain task such as geographical location. Meta-learning, a powerful approach for algorithm selection has so far been demonstrated only on uni...

This article describes the theoretical-methodological foundations of forecasting macroeconomic indicators based on rules national accounts system, specific features gross domestic product calculation, its improvement and forecasting, scientific proposals recommendations for development econometric models methodology indicators. KEY WORDS: system accounts, product, model, comparative indicators,...

Nonlinear model structure selection (MSS) is an important step in the modeling theory of the nonlinear system. The proper model structure and model parameters estimation can be used to reduce unnecessary computations and improve the model forecast accuracy. This paper mainly investigates the short-term wind speed forecasting (STWSF) by utilizing the comprehensive MSS technique based on real dat...

We compare the shortto mediumterm accuracy of five variants or extensions of the LeeCarter method for mortality forecasting. These include the original Lee-Carter, the Lee-Miller and Booth-Maindonald-Smith variants, and the more flexible Hyndman-Ullah and De Jong-Tickle extensions. These methods are compared by applying them to sex-specific populations of 10 developed countries using data for 1...

This paper presents details of an open access web site that can be used by hydrologists and other scientists to evaluate time series models. There is at present a general lack of consistency in the way in which hydrological models are assessed that handicaps the comparison of reported studies and hinders the development of superior models. The HydroTest web site provides a wide range of objecti...

Accurate forecasts of water demand are required for real-time control of water supply systems under normal and abnormal conditions. A methodology is presented for quantifying, diagnosing and reducing model structural and predictive errors for the development of short term water demand forecasting models. The methodology (re-)emphasises the importance of posterior predictive checks of modelling ...

This paper develops a testing framework for comparing the predictive accuracy of copula-based multivariate density forecasts, focusing on a specific part of the joint distribution. The test is framed in the context of the Kullback-Leibler Information Criterion, but using (out-of-sample) conditional likelihood and censored likelihood in order to focus the evaluation on the region of interest. Mo...