نتایج جستجو برای: Recurrent SSA forecasting algorithm

تعداد نتایج: 917998  

2014
Shiqiang Jin Shanshan Qin Haiyan Jiang Fang Zong

Swarm intelligence (SI) is widely and successfully applied in the engineering field to solve practical optimization problems because various hybrid models, which are based on the SI algorithm and statistical models, are developed to further improve the predictive abilities. In this paper, hybrid intelligent forecasting models based on the cuckoo search (CS) as well as the singular spectrum anal...

Journal: :International journal of advanced technology and engineering exploration 2021

Due to the spread of COVID-19 that hit Malaysia, all academic activities at educational institutions including universities had be carried out via online learning However, effectiveness is remains unanswered Besides, may have a significant impact if continued in upcoming sessions Therefore, core this study predict performance undergraduate students one public Malaysia by using Recurrent Forecas...

In a referendum conducted in the United Kingdom (UK) on June 23, 2016, $51.6\%$ of the participants voted to leave the European Union (EU). The outcome of this referendum had major policy and financial impact for both UK and EU, and was seen as a surprise because the predictions consistently indicate that the ``Remain'''' would get a majority. In this paper, we investigate whether the outcome o...

Journal: :SIAM J. Matrix Analysis Applications 2003
V. Moskvina K. M. Schmidt

Singular spectrum analysis (SSA) is a method of time-series analysis based on the singular value decomposition of an associated Hankel matrix. We present an approach to SSA using an effective and numerically stable high-degree polynomial approximation of a spectral projector, which also provides a means of time-series forecasting. Several numerical examples illustrating the algorithm are given.

2008
Hossein Hassani Anatoly Zhigljavsky

In recent years Singular Spectrum Analysis (SSA), used as a powerful technique in time series analysis, has been developed and applied to many practical problems. In this paper, we introduce the SSA technique based on the minimum variance estimator. We also consider the SSA technique based on the minimum variance and structured total least squares estimators in reconstructing and forecasting ti...

2014

5 This paper introduces Singular Spectrum Analysis (SSA) for tourism demand forecasting 6 via an application into total monthly U.S. Tourist arrivals from 1996-2012. The global 7 tourism industry is today, a key driver of foreign exchange inflows to an economy. Here, we 8 compare the forecasting results from SSA with those from ARIMA, Exponential Smoothing 9 (ETS) and Neural Networks (NN). We f...

Journal: :Atmosphere 2021

There is an important significance for human health in predicting atmospheric concentration precisely. However, due to the complexity and influence of contingency, prediction a challenging topic. In this paper, we propose novel hybrid learning method make point interval predictions PM2.5 simultaneously. Firstly, optimize Sparrow Search Algorithm (SSA) by opposition-based learning, fitness-based...

2017
Emmanuel Sirimal Silva Hossein Hassani

This paper is aimed at introducing the powerful, nonparametric time series analysis and forecasting technique of Singular Spectrum Analysis (SSA) for trade forecasting via an application which evaluates the impact of the 2008 recession on U.S. trade forecasting models. This research is felicitous given the magnitude of the structural break visible in the U.S. trade series following the 2008 eco...

Journal: :Jurnal Gaussian : Jurnal Statistika Undip 2023

Singular Spectrum Analysis-Linear Recurrent Formulae (SSA-LRF) is a forecasting method that starts by decomposing time series data into several independent and interpretable components. SSA-LRF does not have any assumptions must be fulfilled thus it more flexible to use. In this research, an empirical study of has trend pattern will carried out using without difference transformation with trans...

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