Computational intelligence approaches have gradually established themselves as a popular tool for forecasting the complicated financial markets. Forecasting accuracy is one of the most important features of forecasting models; hence, never has research directed at improving upon the effectiveness of time series models stopped. Nowadays, despite the numerous time series forecasting models propos...

time series forecasting is an active research area that has drawn considerable attention for applications in a variety of areas. forecasting accuracy is one of the most important features of forecasting models. nowadays, despite the numerous time series forecasting models which have been proposed in several past decades, it is widely recognized that financial markets are extremely difficult to ...

I n this paper, we specify that the GARCH(1,1) model has strong forecasting volatility and its usage under the truncated standard normal distribution (TSND) is more suitable than when it is under the normal and student-t distributions. On the contrary, no comparison was tried between the forecasting performance of volatility of the daily return series using the multi-step ahead forec...

In view of the characteristic that the traffic system is a dynamic and time-varying parameter system, the multi-level recursive forecasting method is proposed, and the multi-level recursive forecasting model of road accidents is established in this thesis. In this method, the forecasting of road accidents is divided into two parts: the forecasting of time-varying parameters and the future forec...

An algorithm for Electrical Power System (EPS) quantum/relativistic security and efficiency computation via perturbative renormalization of the EPS, finding the computation flowcharts, verification and validation is built in this paper. EPS renormalization is performed via virtual thermalization. EPS energy renormalization provides EPS critical load and outlines the EPS fractal landscape. EPS t...

This paper presents the application of the Weather Research and Forecasting (WRF version 3.5) with high spatial resolution (3 and 1 km) testing four Planet Boundary Layer (PBL) schemes to the complex topography of Mexico in different numerical experiments that have tried to find the best configuration. The WRF is a Numerical Weather Prediction (NWP) model giving support for weather forecasting ...

Due to the wide potential applications of wireless sensor networks, this topic has attracted great attention. The strict energy constraints of sensor nodes result in great challenges for energy efficiency. This paper proposes an energy-efficient organization method. The organization of wireless sensor networks is formulated for target tracking. Target localization is achieved by collaborative s...

We study supply chain contracting with investment in demand forecasting under downstream competition. Supporting some recent industry observations, we show that under common pricing schemes, such as wholesale price or two-part tariff, downstream firms overinvest in demand forecasting. Analyzing the bounds and determinants of overinvestment, we demonstrate that the wholesale price and two-part t...