Hybridization of intelligent techniques and ARIMA models for time series prediction

DOI10.1016/j.fss.2007.11.003zbMath1274.62625OpenAlexW2040198354MaRDI QIDQ835085

N. E. Zubov

Publication date: 28 August 2009

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2007.11.003

zbMATH Keywords

neural networkstime serieshybrid systemfuzzy systemsARIMA models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

A novel auto-regressive fractionally integrated moving average–least-squares support vector machine model for electricity spot prices prediction ⋮ Time series forecasting with a nonlinear model and the scatter search meta-heuristic

Uses Software

• Genocop

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Time series forecasting using a hybrid ARIMA and neural network model
• Model identification of ARIMA family using genetic algorithms
• Statistical analysis of the main parameters in the fuzzy inference process
• Fitting ARMA models to linear non-Gaussian processes using higher order statistics.
• Analysis of the functional block involved in the design of radial basis function networks
• Time series forecasting by combining RBF networks, certainty factors, and the Box-Jenkins model
• Analysis of the operators involved in the definition of the implication functions and in the fuzzy inference process
• A comparison of some of pattern identification methods for order determination of mixed ARMA models
• Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models
• Use of canonical analysis in time series model identification
• Regression and time series model selection in small samples
• On the Relationship Between the S Array and the Box-Jenkins Method of ARMA Model Identification
• Recursive estimation of mixed autoregressive-moving average order
• Fitting Autoregressions
• Selection of the order of an autoregressive model by Akaike's information criterion
• On a measure of lack of fit in time series models
• Feedforward Neural Nets as Models for Time Series Forecasting
• Neural Network Models for Time Series Forecasts
• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
• MICAI 2004: Advances in Artificial Intelligence
• An ARMA order selection method with fuzzy reasoning.
• Time series analysis using normalized PG-RBF network with regression weights

This page was built for publication: Hybridization of intelligent techniques and ARIMA models for time series prediction