نتایج جستجو برای: time series forecasting

تعداد نتایج: 2156637  

Journal: :iranian journal of fuzzy systems 2014
ruey-chyn tsaur

in this paper, we propose a new residual analysis method using fourier series transform into fuzzy time series model for improving the forecasting performance. this hybrid model takes advantage of the high predictable power of fuzzy time series model and fourier series transform to fit the estimated residuals into frequency spectra, select the low-frequency terms, filter out high-frequency term...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه شیخ بهایی - دانشکده ریاضی و کامپیوتر 1392

این تحقیق قصد دارد تا میزان توانایی تبدیل موجک هار (haar) را در پیشبینی دادههای سریزمانی مالی مورد ارزیابی قرار دهد. بههمین منظور دادههای بورس نزدک را از سایت یاهو فاینانس انتخاب کرده و سریزمانی بازدهی این دادهها را ابتدا توسط مدل garch پیشبینی، و نتایج را ثبت کرده ایم و سپس همان سری دادهها را با استفاده از تبدیل موجک هار (haar) تبدیل و با استفاده از مدل arima این دادههای تبدیل یافته را نیز، پی...

In recent years, many studies have been done on forecasting fuzzy time series. First-order fuzzy time series forecasting methods with first-order lagged variables and high-order fuzzy time series forecasting methods with consecutive lagged variables constitute the considerable part of these studies. However, these methods are not effective in forecasting fuzzy time series which contain seasonal...

Journal: :international journal of industrial engineering and productional research- 0
mehdi mahnam department of industrial engineering, amirkabir university of technology, 424 hafez avenue, tehran, iran seyyed mohammad taghi fatemi ghomi professor of industrial engineering, amirkabir university of technology, 424 hafez avenue, tehran, iran

fuzzy time series have been developed during the last decade to improve the forecast accuracy. many algorithms have been applied in this approach of forecasting such as high order time invariant fuzzy time series. in this paper, we present a hybrid algorithm to deal with the forecasting problem based on time variant fuzzy time series and particle swarm optimization algorithm, as a highly effici...

Journal: :اقتصاد و توسعه کشاورزی 0
رضا مقدسی میترا ژاله رجبی

abstract autoregressive integrated moving average (arima) has been one of the widely used linear models in time series forecasting during the past three decades. recent studies revealed the superiority of artificial neural network (ann) over traditional linear models in forecasting. but neither arima nor anns can be adequate in modeling and forecasting time series since the first model cannot d...

Journal: :modeling and simulation in electrical and electronics engineering 2015
abbas koochari mohsen soryani

despite recent advances in video inpainting techniques, reconstructing large missing regions of a moving subject while its scale changes remains an elusive goal. in this paper, we have introduced a scale-change invariant method for large missing regions to tackle this problem. using this framework, first the moving foreground is separated from the background and its scale is equalized. then, a ...

Farimah Mokhatab Rafiei, Mehdi Bijari , Mehdi Khashei ,

  In recent years, various time series models have been proposed for financial markets forecasting. In each case, the accuracy of time series forecasting models are fundamental to make decision and hence the research for improving the effectiveness of forecasting models have been curried on. Many researchers have compared different time series models together in order to determine more efficien...

Journal: :مهندسی صنایع 0
مهدی خاشعی مهندسی صنایع مهدی بیجاری مهندسی صنایع غلامعلی رئیسی اردلی مهندسی صنایع

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 ...

Journal: :international journal of industrial engineering and productional research- 0
mehdi khashei ,phd student of industrial engineering, isfahan university of technology isfahan, iran farimah mokhatab rafiei , assistant professor of industrial engineering, isfahan university of technology isfahan, iran mehdi bijari , associated professor of industrial engineerin, isfahan university of technology isfahan, iran

in recent years, various time series models have been proposed for financial markets forecasting. in each case, the accuracy of time series forecasting models are fundamental to make decision and hence the research for improving the effectiveness of forecasting models have been curried on. many researchers have compared different time series models together in order to determine more efficient ...

In this paper, we propose a new residual analysis method using Fourier series transform into fuzzy time series model for improving the forecasting performance. This hybrid model takes advantage of the high predictable power of fuzzy time series model and Fourier series transform to fit the estimated residuals into frequency spectra, select the low-frequency terms, filter out high-frequency term...

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