Lida Mercedes Barba Maggi Multiscale Forecasting Models 9783030069506

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Автор: Lida Mercedes Barba Maggi
Название: Multiscale Forecasting Models
ISBN: 9783030069506
Издательство: Springer
Классификация:

Политэкономия

Алгебра

Математика для специалистов в области теории вычислительных систем

Искусственный интеллект

ISBN-10: 3030069508
Обложка/Формат: Soft cover
Страницы: 124
Вес: 0.24 кг.
Дата издания: 2018
Язык: English
Издание: Softcover reprint of
Иллюстрации: 89 illustrations, color; 2 illustrations, black and white; xxiv, 124 p. 91 illus., 89 illus. in color.
Размер: 234 x 156 x 8
Читательская аудитория: General (us: trade)
Основная тема: Computer Science
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание: This book presents two new decomposition methods to decompose a time series in intrinsic components of low and high frequencies. The methods are based on Singular Value Decomposition (SVD) of a Hankel matrix (HSVD). The proposed decomposition is used to improve the accuracy of linear and nonlinear auto-regressive models.Linear Auto-regressive models (AR, ARMA and ARIMA) and Auto-regressive Neural Networks (ANNs) have been found insufficient because of the highly complicated nature of some time series. Hybrid models are a recent solution to deal with non-stationary processes which combine pre-processing techniques with conventional forecasters, some pre-processing techniques broadly implemented are Singular Spectrum Analysis (SSA) and Stationary Wavelet Transform (SWT). Although the flexibility of SSA and SWT allows their usage in a wide range of forecast problems, there is a lack of standard methods to select their parameters.The proposed decomposition HSVD and Multilevel SVD are described in detail through time series coming from the transport and fishery sectors. Further, for comparison purposes, it is evaluated the forecast accuracy reached by SSA and SWT, both jointly with AR-based models and ANNs.
Дополнительное описание:

Dedication.- Foreword.- Preface.- Acknowledgement.- List of Tables.- List of Figures.- Acronyms.- 1. Times Series Analysis.- 2. Forecasting based on Hankel Singular Value Decomposition.- 3.Multi-step ahead forecasting.- 4. Multilevel Singular Value D

Multiscale Forecasting Models, Lida Mercedes Barba Maggi