ProfARIMA: A profit-driven order identification algorithm for ARIMA models in sales forecasting.
Tine Van CalsterBart BaesensWilfried LemahieuPublished in: Appl. Soft Comput. (2017)
Keyphrases
- times faster
- probabilistic model
- detection algorithm
- cost function
- significant improvement
- learning algorithm
- bayesian framework
- computational cost
- search space
- neural network
- hybrid model
- k means
- optimal solution
- em algorithm
- expectation maximization
- simulated annealing
- support vector machine
- computational complexity
- experimental evaluation
- dynamic programming
- worst case
- preprocessing
- decision making
- prediction model
- recognition algorithm
- np hard