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» A Wavelet Transfer Model for Time Series Forecasting
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CSDA
2006
191views more  CSDA 2006»
13 years 6 months ago
Forecasting daily time series using periodic unobserved components time series models
We explore a periodic analysis in the context of unobserved components time series models that decompose time series into components of interest such as trend, seasonal and irregu...
Siem Jan Koopman, Marius Ooms
IJCNN
2007
IEEE
14 years 13 days ago
Local Learning of Tide Level Time Series using a Fuzzy Approach
— Forecasting the tide level in the Venezia lagoon is a very compelling task. In this work we propose a new approach to the learning of tide level time series based on the local ...
E. Canestrelli, P. Canestrelli, Marco Corazza, Mau...
INFORMATICALT
1998
91views more  INFORMATICALT 1998»
13 years 5 months ago
Forecasting Automation: an Emerging Branch of Forecasting Engineering
Principles of the framework called time series forecasting automation are presented. It is required in processing massive temporal data sets and creating completely user-oriented f...
Andrey Kharchenko
SBRN
2008
IEEE
14 years 15 days ago
Selecting Neural Network Forecasting Models Using the Zoomed-Ranking Approach
In this work, we propose to use the Zoomed-Ranking approach to ranking and selecting Artificial Neural Network (ANN) models for time series forecasting. Given a time series to fo...
Patrícia M. Santos, Teresa Bernarda Ludermi...
EOR
2007
78views more  EOR 2007»
13 years 6 months ago
Heuristic modeling of expectation formation in a complex experimental information environment
Academic subjects made judgmental forecasts of a graphically presented time series in a laboratory experiment. Besides the past realizations of the time series itself, the only av...
Otwin Becker, Johannes Leitner, Ulrike Leopold-Wil...