Forecasting time series with genetic fuzzy predictor ensemble.
Daijin KimChulhyun KimPublished in: IEEE Trans. Fuzzy Syst. (1997)
Keyphrases
- weather forecasting
- forecasting accuracy
- financial time series
- neural network
- arma model
- chaotic time series
- exponential smoothing
- box jenkins
- mackey glass
- hybrid model
- short term
- stock market
- phase space reconstruction
- demand forecasting
- neural network model
- forecasting model
- short term prediction
- ensemble methods
- exchange rate
- support vector regression
- dynamic time warping
- moving average
- turning points
- multivariate time series
- ensemble learning
- garch model
- arima model
- medium term
- bp neural network
- autoregressive
- stock price
- financial data
- ensemble classifier
- non stationary
- wind power
- load forecasting
- phase space
- random forest
- forecast models
- radial basis function
- training data