timeseriesforecastingwithmultiplecandidatemodelsselectingorcombining

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	timeseriesforecastingwithmultiplecandidatemodelsselectingorcombining
	Yu Lean 1; Wang Shouyang1 ; Lai K K 2; Nakamori Y 3
	2005
发表期刊	journalofsystemsscienceandcomplexity
ISSN	1009-6124
卷号	018 期号:001 页码:1
摘要	Various mathematical models have been commonly used in time series analysis and forecasting. In these processes, academic researchers and business practitioners often come up against two important problems. One is whether to select an appropriate modeling approach for prediction purposes or to combine these different individual approaches into a single forecast for the different/dissimilar modeling approaches. Another is whether to select the best candidate model for forecasting or to mix the various candidate models with different parameters into a new forecast for the same/similar modeling approaches. In this study, we propose a set of computational procedures to solve the above two issues via two judgmental criteria. Meanwhile, in view of the problems presented in the literature, a novel modeling technique is also proposed to overcome the drawbacks of existing combined forecasting methods. To verify the efficiency and reliability of the proposed procedure and modeling technique, the simulations and real data examples are conducted in this study.The results obtained reveal that the proposed procedure and modeling technique can be used as a feasible solution for time series forecasting with multiple candidate models.
语种	英语
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/36663
专题	系统科学研究所
作者单位	1.中国科学院数学与系统科学研究院 2.香港城市大学 3.北陆先端科学技术大学院大学
推荐引用方式 GB/T 7714	Yu Lean,Wang Shouyang,Lai K K,et al. timeseriesforecastingwithmultiplecandidatemodelsselectingorcombining[J]. journalofsystemsscienceandcomplexity,2005,018(001):1.
APA	Yu Lean,Wang Shouyang,Lai K K,&Nakamori Y.(2005).timeseriesforecastingwithmultiplecandidatemodelsselectingorcombining.journalofsystemsscienceandcomplexity,018(001),1.
MLA	Yu Lean,et al."timeseriesforecastingwithmultiplecandidatemodelsselectingorcombining".journalofsystemsscienceandcomplexity 018.001(2005):1.