کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
408282 679015 2011 13 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Short-term time series forecasting based on the identification of skeleton algebraic sequences
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر هوش مصنوعی
پیش نمایش صفحه اول مقاله
Short-term time series forecasting based on the identification of skeleton algebraic sequences
چکیده انگلیسی

A new short-term time series forecasting method based on the identification of skeleton algebraic sequences is proposed in this paper. The concept of the rank of the Hankel matrix is exploited to detect a base fragment of the time series. Particle swarm optimization and evolutionary algorithms are then used to remove the noise and identify the skeleton algebraic sequence. Numerical experiments with an artificially generated and a real-world time series are used to illustrate the functionality of the proposed method.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Neurocomputing - Volume 74, Issue 10, May 2011, Pages 1735–1747
نویسندگان
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