Hybridization of intelligent techniques and ARIMA models for time series prediction
From MaRDI portal
Publication:835085
DOI10.1016/j.fss.2007.11.003zbMath1274.62625MaRDI QIDQ835085
Publication date: 28 August 2009
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2007.11.003
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Related Items
A novel auto-regressive fractionally integrated moving average–least-squares support vector machine model for electricity spot prices prediction, Time series forecasting with a nonlinear model and the scatter search meta-heuristic
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Time series forecasting using a hybrid ARIMA and neural network model
- Model identification of ARIMA family using genetic algorithms
- Statistical analysis of the main parameters in the fuzzy inference process
- Fitting ARMA models to linear non-Gaussian processes using higher order statistics.
- Analysis of the functional block involved in the design of radial basis function networks
- Time series forecasting by combining RBF networks, certainty factors, and the Box-Jenkins model
- Analysis of the operators involved in the definition of the implication functions and in the fuzzy inference process
- A comparison of some of pattern identification methods for order determination of mixed ARMA models
- Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models
- Use of canonical analysis in time series model identification
- Regression and time series model selection in small samples
- On the Relationship Between the S Array and the Box-Jenkins Method of ARMA Model Identification
- Recursive estimation of mixed autoregressive-moving average order
- Fitting Autoregressions
- Selection of the order of an autoregressive model by Akaike's information criterion
- On a measure of lack of fit in time series models
- Feedforward Neural Nets as Models for Time Series Forecasting
- Neural Network Models for Time Series Forecasts
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- MICAI 2004: Advances in Artificial Intelligence
- An ARMA order selection method with fuzzy reasoning.
- Time series analysis using normalized PG-RBF network with regression weights