in this study, application of adaptive neuro-fuzzy inference system (anfis) in forecasting three perspectives (1, 2, and 4 years) ahead of iran’s agricultural products export was compared with arima as the most common econometrics linear forecasting method. for this purpose, iran’s agricultural products export revenues related to 1959-2010, and forecast performance measures such as r2, mad, and...

Recently a new approach was introduced in lightning protection incorporating the use of forecasting tools and preventive actions into one lightning protection system, the preventive lightning protection. The key feature of this protection system is that the hazard forecasting methods are planned according to the available preventive actions. The appropriate use of forecasting is very important ...

Accurate quantification and characterization of a wind energy potential assessment and forecasting is significant to optimal wind farm design, evaluation and scheduling. However, wind energy potential assessment and forecasting remain difficult and challenging research topics at present. Traditional wind energy assessment and forecasting models usually ignore the problem of data pre-processing ...

This paper gives a tour through the empirical analysis of univariate GARCH models for financial time series with stops along the way to discuss various practical issues associated with model specification, estimation, diagnostic evaluation and forecasting.

Ensemble research has shown that the aggregated output of an ensemble of predictors can be more accurate than a single predictor. This is true also for lazy learning systems like Case-Based Reasoning (CBR) and k-NearestNeighbour. Aggregation is normally achieved by voting in classification tasks and by averaging in regression tasks. For CBR, this increased accuracy comes at the cost of interpre...

Rainfall forecasting is an important research topic in disaster prevention and reduction. The characteristic of rainfall involves a rather complex systematic dynamics under the influence of different meteorological factors, including linear and nonlinear pattern. Recently, many approaches to improve forecasting accuracy have been introduced. Artificial neural network (ANN), which performs a non...

3 We examine the effect of damping X-12-ARIMA's estimated seasonal variation on the accuracy of its seasonal adjustments of time series. Two methods for damping seasonals are proposed. In a simulation experiment, we generated time series data for each of 90 distinct experimental conditions that, in aggregate, characterize the variety of monthly series in the M3-competition. X-12-ARIMA consisten...

Achieving relatively high-accuracy short-term wind speed forecasting estimates is a precondition for the construction and grid-connected operation of wind power forecasting systems for wind farms. Currently, most research is focused on the structure of forecasting models and does not consider the selection of input variables, which can have significant impacts on forecasting performance. This p...

iran has a complex topography and it consists of rugged, mountainous rims surrounding high interior basins. because of this condition, in some cases the nwp output has a significant error from mesoscale variations induced by the diverse topography.  iran, covering an area of about 1,648,000 km2, is located in the southwest of asia approximately between 25° and 40° n and 44° and 64° e. this is p...