New Algorithms for Multi-Step Ahead Forecasting

Name: New Algorithms for Multi-Step Ahead Forecasting
Brand: VDM Verlag
SKU: 9783639249811
Price: 1407 CZK
Availability: InStock

Autor: Muhammad Arif, Syed Rahat

Jazyk:

Vazba: Brožovaná

Vydavatel: VDM Verlag

Dostupnost: U nakladatele na objednávku

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History tells that every human being desire to foresee, comprehend and ultimately explore the future...

Informace o knize

Autor

Muhammad Arif, Syed Rahat

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2010

Stránek

160

EAN

9783639249811

ISBN

363924981X

Enbook ID

06832524

Vydavatel

VDM Verlag

Hmotnost

245

Rozměry

152 x 229 x 9

Kompletní popis

History tells that every human being desire to foresee, comprehend and ultimately explore the future. Multi-step ahead forecasting is a challenging research area due to propagation of forecasting errors with the increase of forecasting steps. Two interesting architectures based on nearest neighbor method are proposed. Importance of selection criteria in nearest neighbor search plays an important role in multi-step ahead forecasting. Effect of up-sampling of time series and change of effective embedding dimension on the forecasting errors is studied in detail. Effect of five interpolation schemes for up-sampling and comparison of three distance metrics for nearest neighbor search on forecasting performance is also included. A hybrid selection criterion of nearest neighbor with avoidance of biasing is found to be very effective in multi-step ahead forecasting. In the end, predictability analysis of proposed algorithms on ten benchmark time series highlight the effectiveness of the forecasting algorithms in the scenarios of series collected from different kinds of dynamic systems. This book is based on the PhD work of Mr. Rahat Abbas.

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New Algorithms for Multi-Step Ahead Forecasting

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