A comparative study of singular spectrum analysis, neural network, ARIMA and exponential smoothing for monthly rainfall forecasting

DOI10.22124/JMM.2023.25412.2262MaRDI QIDQ6151441zbMATH OpenFDO

Authors

Publication date 11 March 2024

zbMATH Keywords

forecastingtime seriessingular value decompositioncontaminated data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35)

Recommendations

• Empirical comparison of Box-Jenkins models, artificial neural network and singular spectrum analysis in forecasting time series
• scientific article; zbMATH DE number 2164120
• Vector and recurrent singular spectrum analysis: which is better at forecasting?
• Forecasting before, during, and after recession with singular spectrum analysis
• Some evidence on forecasting time-series with support vector machines

Cites work

• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• scientific article; zbMATH DE number 954235 (Why is no real title available?)
• A new approach for the vector forecast algorithm in singular spectrum analysis
• A new parsimonious recurrent forecasting model in singular spectrum analysis
• A note on window length selection in singular spectrum analysis
• Analysis of time series structure. SSA and related techniques
• Extracting qualitative dynamics from experimental data
• Forecasting daily exchange rates: a comparison between SSA and MSSA
• Forecasting time series with complex seasonal patterns using exponential smoothing
• Forecasting with exponential smoothing. The state space approach
• Lower Rank Approximation of Matrices by Least Squares with Any Choice of Weights
• On the optimal parameters for reconstruction and forecasting in singular spectrum analysis
• Robust Statistics
• Robust estimation in time series with long and short memory properties
• Robust regularized singular value decomposition with application to mortality data
• Singular Spectrum Analysis with R
• Singular spectrum analysis for time series.
• selection of window length for singular spectrum analysis

This page was built for publication: A comparative study of singular spectrum analysis, neural network, ARIMA and exponential smoothing for monthly rainfall forecasting

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6151441)