Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
394790 | Information Sciences | 2008 | 12 Pages |
Abstract
Forecasting the behavior of variables (e.g., economic, financial, physical) is of strategic value for organizations, which helps to sustain practical interest in the development of alternative models and resolution procedures. This paper presents a non-linear model that combines radial basis functions and the ARMA(p, q) structure. The optimal set of parameters for such a model is difficult to find. In this paper, a scatter search meta-heuristic is used to find this optimal set. Five time series are analyzed to assess and illustrate the pertinence of the proposed meta-heuristic method.
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Carlos Gomes da Silva,