A novel intelligent approach for state space evolving forecasting of seasonal time series.
Selmo Eduardo RodriguesGinalber Luiz de Oliveira SerraPublished in: Eng. Appl. Artif. Intell. (2017)
Keyphrases
- state space
- short term
- weather forecasting
- forecasting accuracy
- financial time series
- long term
- arma model
- chaotic time series
- exponential smoothing
- box jenkins
- heuristic search
- dynamical systems
- intelligent systems
- arima model
- dynamic programming
- hybrid model
- stock market
- forecasting model
- markov decision processes
- support vector regression
- particle filter
- neural network
- medium term
- turning points
- mackey glass
- moving average
- chronic hepatitis
- state variables
- multivariate time series
- reinforcement learning algorithms
- autoregressive
- reinforcement learning
- early warning
- continuous state spaces
- belief state
- demand forecasting
- agent technology
- dynamic time warping
- prediction model
- grey model
- non stationary
- markov chain
- decision support
- machine learning