Keyword: time series: forecasting methods
Better than pre-committed optimal mean-variance policy in a jump diffusion market
Dynamic mean‐variance investment model can not be solved by dynamic programming...
Predicting academic success by using context variables and probabilistic classification
The aim of the study reported here was to predict students' grades based on context...
Set-valued observer-based active fault-tolerant model predictive control
This paper proposes an integrated actuator and sensor active fault‐tolerant...
Decision support and data visualization for liner shipping fleet repositioning
Liner carriers move vessels between routes in their networks several times a year in a...
Regularised gradient boosting for financial time-series modelling
Gradient Boosting (GB) learns an additive expansion of simple basis‐models....
Modeling corporate entrepreneurship success with ANFIS
Albeit the application of Adaptive Neuro‐Fuzzy Inference System (ANFIS) in many...
An out-of-sample evaluation framework for DEA with application in bankruptcy prediction
Nowadays, data envelopment analysis (DEA) is a well‐established...
Aggressive pruning strategy for time series retrieval using a multi-resolution representation based on vector quantization coupled with discrete wavelet transform
Muhammad Fuad Muhammad Marwan
Time series representation methods are widely used to handle time series data by...
Multicategory Purchase Incidence Models for Partitions of Product Categories
We analyze multicategory purchases of households by means of heterogeneous...
Rapid Screening of Operational Freshwater Availability Using Global Models
Freshwater shortage already affects large parts of the world, and is expected to...
Forecasting energy demand using neural-network-based grey residual modification models
Grey forecasting models have taken an important role for forecasting energy demand,...
On Model Selection for Autocorrelated Processes in Statistical Process Control
Using traditional control charts to monitor autocorrelated processes is not...
Using a functional approach to test trending volatility in the price of Mexican and international agricultural products
In this article, we extend the traditional GARCH(1,1) model by including a functional...
Distilling the Wisdom of Crowds: Prediction Markets vs. Prediction Polls
We report the results of the first large‐scale, long‐term, experimental...
A self-tuning ANN model for simulation and forecasting of surface flows
Artificial neural networks (ANN) are applicable for and forecasting without the need...
A Memetic Multi-objective Immune Algorithm for Reservoir Flood Control Operation
Reservoir flood control operation (RFCO) is a challenging optimization problem with...
A Probabilistic Nonlinear Model for Forecasting Daily Water Level in Reservoir
Accurate prediction and monitoring of water level in reservoirs is an important task...
Artificial Neural Network Rainfall-Discharge Model Assessment Under Rating Curve Uncertainty and Monthly Discharge Volume Predictions
The accuracy of rainfall‐discharge volume model predictions depends on the...
A Novel Method to Water Level Prediction using RBF and FFA
Water level prediction of rivers, especially in flood prone countries, can be helpful...
Estimation the Physical Variables of Rainwater Harvesting System Using Integrated GIS-Based Remote Sensing Approach
Geographic Information System (GIS) are an intelligence technique skilled to extract,...
Poisson‐geometric INAR(1) process for modeling count time series with overdispersion
In this paper, we propose a new first‐order non‐negative...
Coherent forecasting for count time series using Box‐Jenkins's AR(p) model
During the last three decades, integer‐valued autoregressive process of order p...
A Hybrid Model Based on Singular Spectrum Analysis and Support Vector Machines Regression for Failure Time Series Prediction
Effectively forecasting the failure data in the maintenance stage is essential in many...
A Hybrid Approach for Forecasting Patient Visits in Emergency Department
An accurate forecast of patient visits in emergency departments (EDs) is one of the...
Papers per page: