Forecasting Algorithm Adaptive Automatically to Time Series Length
Onkov, Kolyo/ Tegos, Georgios/ Τέγος, Γεώργιος
|Institution and School/Department of submitter:||ΤΕΙ Θεσσαλονίκης|
|Keywords:||Adaptive algorithm;Criterion;Automatic model fitting;Varying length time series|
|Publisher:||Springer Berlin Heidelberg|
|Citation:||Onkov, K., Tegos, G. (2014). Forecasting algorithm adaptive automatically to time series length. Proceedings of 10th IFIP WG 12.5 International Conference AIAI, IFIP. Advances in Information and Communication Technology, Vol. 436, Greece, September 19-21, pp 538-545|
IFIP WG 12.5 International Conference AIAI, Greece, 2014
|Abstract:||The developed forecasting algorithm creates trend models based on varying length time series by eliminating its oldest member. The constructed criterion evaluates the attained models through estimating the ratio between the average of the stochastic errors for the forecasted period and the average of real values. The best model and forecasting are automatically achieved in contrast to statistical software systems SPSS, STATISTICA, etc. where this process is accomplished progressively by the user. Therefore, this forecasting algorithm is adaptive to the length of time series. Component oriented approach has been used for software implementation. Simulation experiments have been carried out to test the forecasting algorithm using the multidimensional time series database on fishery in Greece.|
|Description:||Δημοσιεύσεις μελών--ΣΔΟ--Τμήμα Λογιστικής, 2014|
|Appears in Collections:||Δημοσιεύσεις σε Περιοδικά|
Files in This Item:
There are no files associated with this item.
Please use this identifier to cite or link to this item:This item is a favorite for 0 people.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.