Multiscale forecasting models / by Lida Mercedes Barba Maggi.
نوع المادة : نصاللغة: الإنجليزية الناشر:Cham : Springer International Publishing : Imprint: Springer, 2018الطبعات:1st ed. 2018وصف:xxiv, 124 pages: illustrations ; 24 cmنوع المحتوى:- text
- unmediated
- volume
- 9783030069506
- H61.4 .M344 2018
نوع المادة | المكتبة الحالية | رقم الطلب | رقم النسخة | حالة | تاريخ الإستحقاق | الباركود | |
---|---|---|---|---|---|---|---|
كتاب | UAE Federation Library | مكتبة اتحاد الإمارات General Collection | المجموعات العامة | H61.4 .M344 2018 (إستعراض الرف(يفتح أدناه)) | C.1 | Library Use Only | داخل المكتبة فقط | 30030000003786 | ||
كتاب | UAE Federation Library | مكتبة اتحاد الإمارات General Collection | المجموعات العامة | H61.4 .M344 2018 (إستعراض الرف(يفتح أدناه)) | C.2 | المتاح | 30030000003785 |
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 Decomposition.
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.