This paper proposes an exchange rate forecasting method by using the grey relative combination approach of chaos wavelet SVM-Markov model. The problem of short-term forecast of exchange rate by using the comprehensive method of the phase space reconstitution and SVM method has been researched We have suggested a wavelet-SVR-Markov forecasting model to predict the finance time series and demonst...

This paper proposes a new method for crude oil price forecasting based on support vector machine (SVM). The procedure of developing a support vector machine model for time series forecasting involves data sampling, sample preprocessing, training & learning and out-of-sample forecasting. To evaluate the forecasting ability of SVM, we compare its performance with those of ARIMA and BPNN. The expe...

In this study, three hybrid approaches based on least squares support vector regression (LSSVR) model for container throughput forecasting at ports are proposed. The proposed hybrid approaches are compared empirically with each other and with other benchmark methods in terms of measurement criteria on the forecasting performance. The results suggest that the proposed hybrid approaches can achie...

In this paper, we investigate whether incorporating common factors of CPI sub-aggregates into forecasting models increases the accuracy of forecasts of inflation. We extract factors by both static and dynamic factor models and then embed them in ARMA and VAR models. Using quarterly data of Iran’s CPI and its sub-aggregates, the models are estimated over 1990:2 to 2008:2 and out of sample ...

Forecasting systems usually use historical data and specific methods (typically statistical models) to derive decisional information. To be accurate, the volume of historical data is often very large and the calculation and the exploration processes are complex. Anticipeo is one of the forecasting systems which is devoted to the prediction of sales based on collected sales over a “long” period ...

Four design tool procedures are examined to create improved neural network architectures for forecasting runoff from a small catchment. Different algorithms are used to remove nodes and connections so as to produce an optimised forecasting model, thereby reducing computational expense without loss in performance. The results also highlight issues in selecting analytical methods to compare outpu...

non-linear time series models have become fashionable tools to describe and forecast stock market returns in recent years. a significant amount of evidence supports a negative relationship between volume and future returns. this suggests that volume could act as a suitable threshold variable in lstar and tar models. in this research, we compared the forecasting ability of lsatr and tar models w...

Sales demand forecasting is an important issue for manufacturing companies. Indeed, such forecasting is decisive in the management of the production systems. This work compares the performance of an Artificial Neural Network to traditional methods in forecasting the sales demand in a textile factory over a reduced data set.