Times series forecasting

The fuzzy time series model has become a research topic attracting attention because of its practical value in the field of time series forecasting, specifically, it is useful for time series with small observations or the one of strong fluctuations. This paper introduces a fuzzy time series model based on hedge algebra with a new formula for calculating forecasting values.

9p viengfa 28-10-2024 2 1   Download

In this paper, an artificial neural network (ANN) model was applied to forecast PM2.5 at the Coc Sau open–pit coal mine (Northern Vietnam) with fine–tuning parameters. It aims to provide the feasibility and insights into controlling air quality in open–pit mines using artificial intelligence techniques.

8p viyoko 01-10-2024 0 0   Download

This study presents an effective method based on long short-term memory to reduce the computational cost in nonlinear static analysis of functionally graded plates. Data points representing a load-deflection curve in a dataset are generated through isogeometric analysis.

17p vifaye 20-09-2024 1 1   Download

The research subject is the process of economic and mathematical modelling of time series characterizing the bitcoin exchange rate volatility, based on the use of artificial neural networks. The purpose of the work is to search and scientifically substantiate the tools and mechanisms for developing prognostic estimates of the crypto currency market development. The paper considers the task of financial time series trend forecasting using the LSTM neural network for supply chain strategies.

5p longtimenosee09 08-04-2024 9 1   Download

In line with that research trend, this paper proposes a hybrid algorithm combining particle swarm optimization with the simulated annealing technique (PSO-SA) to optimize the length of intervals to improve forecasting accuracies.

19p vimurdoch 18-09-2023 11 4   Download

This dissertation is composed of two parts, an integrative essay and a set of published papers. The essay and the collection of papers are placed in the context of development and application of time series econometric models in a temporal-axis from 1970s through 2005, with particular focus in the Marketing discipline. The main aim of the integrative essay is on modelling the effects of marketing actions on performance variables, such as sales and market share in competitive markets.

7p runthenight04 02-02-2023 5 1   Download

Ham Luong River is a branch of Mekong River located in Ben Tre Province, which has played a crucial role in supporting livelihoods of local residents and the province's economic development. However, the saline intrusion has been expanding in Ham Luong River, which seriously affects the productive agriculture, aquaculture, and further causes tremendous difficulties for local people's lives.

8p larachdumlanat127 02-01-2021 10 2   Download

This model is fitted to time series data both to better understand the data and to forecast future points in the series. Hereby, the methodology is selected by Vietnam's best-fit model ARIMA (2,3,1) and China's best-fit model ARIMA (2,3,5).

10p tozontozon 25-04-2020 6 2   Download

Thesis with the aim of focusing on two main issues. The first is time series modeling by states in which each state is a deterministic probability distribution (normal distribution). Based on the experimental results to assess the suitability of the model. Second, combine Markov chains and fuzzy time series into new models to improve forecast accuracy. Expand the model with high-level Markov chains to be compatible with seasonal data.

27p xacxuoc4321 11-07-2019 35 2   Download

This paper proposes a procedural pipeline for wind forecasting based on clustering and regression. First, the data are clustered into groups sharing similar dynamic properties. Then, data in the same cluster are used to train the neural network that predicts wind speed. For clustering, a hidden Markov model (HMM) and the modified Bayesian information criteria (BIC) are incorporated in a new method of clustering time series data.

16p dieutringuyen 07-06-2017 37 2   Download

Chapter 16 - Times series forecasting and index numbers. This chapter includes contents: Time series components and models, time series regression, multiplicative decomposition, simple exponential smoothing, Holt-Winter’s Models, the Box Jenkins methodology (optional advanced section), forecast error comparisons, index numbers.

14p whocare_b 05-09-2016 39 2   Download