A hybrid method for forecasting trend and seasonal time series.
Doan Ngoc BaoNgo Duy Khanh VyDuong Tuan AnhPublished in: RIVF (2013)
Keyphrases
- hybrid method
- turning points
- financial time series
- short term
- weather forecasting
- arma model
- forecasting accuracy
- autoregressive integrated moving average
- stock market
- arima model
- exponential smoothing
- grey model
- chaotic time series
- long term
- box jenkins
- forecasting model
- support vector machine
- hybrid algorithm
- non stationary
- evolutionary methods
- short term prediction
- hybrid model
- dynamic time warping
- mackey glass
- moving average
- demand forecasting
- financial data
- neural network
- load forecasting
- stock price
- autoregressive
- support vector regression
- bp neural network
- data sets
- multivariate time series
- exchange rate
- search space