Forecasting Short Time Series with the Bayesian Autoregression and the Soft Computing Prior Information.
Olgierd HryniewiczKatarzyna KaczmarekPublished in: SMPS (2014)
Keyphrases
- prior information
- soft computing
- bayesian inference
- soft computing methods
- weather forecasting
- prior distribution
- financial time series
- forecasting accuracy
- fuzzy logic
- computational intelligence
- prior knowledge
- exponential smoothing
- intelligent systems
- prior probabilities
- fuzzy systems
- hyperparameters
- box jenkins
- artificial neural networks
- data mining
- short term
- rough sets
- arma model
- neural network
- evolutionary computing
- hybrid intelligent systems
- fuzzy sets
- posterior distribution
- power plant
- granular computing
- learning paradigms
- chaotic time series
- artificial intelligence
- forecasting model
- stock market
- real time
- machine learning
- image processing
- bayesian networks
- evolutionary computation
- multivariate time series
- real world
- methodological aspects