A combination selection algorithm on forecasting
نویسندگان
چکیده
منابع مشابه
A combination selection algorithm on forecasting
It is widely accepted in forecasting that a combination model can improve forecasting accuracy. One important challenge is how to select the optimal subset of individual models from all available models without having to try all possible combinations of these models. This paper proposes an optimal subset selection algorithm from all individual models using information theory. The experimental r...
متن کاملA Novel Combination Forecasting Algorithm Based on Time Series
To effectively predict cigarette sales and improve the competitiveness of tobacco business enterprises, the characteristics of actual cigarette sales were detailed analyzed. Due to the long-term growth trends, seasonal fluctuations and the nonlinearity of monthly sales, we established three single forecasting models, which are Exponential Smoothing (ES), Seasonal Decomposition (SD) and Radial B...
متن کاملAutomatic color constancy algorithm selection and combination
Article history: Received 31 July 2008 Received in revised form 11 June 2009 Accepted 6 August 2009
متن کاملCombination of Forecasting Using Modified GMDH and Genetic Algorithm
Many studies have demonstrated that combining forecasts improves accuracy relative to individual forecasts. In this paper, the combing forecasts is used to improve on individual forecasts is investigated. A combining approach based on the modified Group Method Data Handling (GMDH) method and genetic algorithm (GA), is called as the GAGMDH model is proposed. Four time series forecasting techniqu...
متن کاملmortality forecasting based on lee-carter model
over the past decades a number of approaches have been applied for forecasting mortality. in 1992, a new method for long-run forecast of the level and age pattern of mortality was published by lee and carter. this method was welcomed by many authors so it was extended through a wider class of generalized, parametric and nonlinear model. this model represents one of the most influential recent d...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2014
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2013.08.045