KMS Of Academy of mathematics and systems sciences, CAS
Forecasting container throughput of Qingdao port with a hybrid model | |
其他题名 | Forecasting Container Throughput of Qingdao Port with a Hybrid Model |
Huang Anqiang1; Lai Kinkeung2; Li Yinhua3; Wang Shouyang4 | |
2015 | |
发表期刊 | JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
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ISSN | 1009-6124 |
卷号 | 28期号:1页码:105-121 |
摘要 | This paper proposes a hybrid forecasting method to forecast container throughput of Qingdao Port. To eliminate the influence of outliers, local outlier factor (lof) is extended to detect outliers in time series, and then different dummy variables are constructed to capture the effect of outliers based on domain knowledge. Next, a hybrid forecasting model combining projection pursuit regression (PPR) and genetic programming (GP) algorithm is proposed. Finally, the hybrid model is applied to forecasting container throughput of Qingdao Port and the results show that the proposed method significantly outperforms ANN, SARIMA, and PPR models. |
其他摘要 | This paper proposes a hybrid forecasting method to forecast container throughput of Qingdao Port. To eliminate the influence of outliers, local outlier factor (lof) is extended to detect outliers in time series, and then different dummy variables are constructed to capture the effect of outliers based on domain knowledge. Next, a hybrid forecasting model combining projection pursuit regression (PPR) and genetic programming (GP) algorithm is proposed. Finally, the hybrid model is applied to forecasting container throughput of Qingdao Port and the results show that the proposed method significantly outperforms ANN, SARIMA, and PPR models. |
关键词 | PROJECTION PURSUIT REGRESSION WAVELET-BASED DETECTION FINANCIAL TIME-SERIES OUTLIER DETECTION GENETIC ALGORITHMS NOVELTY DETECTION NEURAL-NETWORKS PREDICTION Container throughput forecast genetic programming algorithm outlier processing projection pursuit regression |
收录类别 | CSCD |
语种 | 英语 |
CSCD记录号 | CSCD:5385395 |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/53305 |
专题 | 中国科学院数学与系统科学研究院 |
作者单位 | 1.北京航空航天大学 2.伦敦城市大学 3.中国科学院 4.中国科学院数学与系统科学研究院 |
推荐引用方式 GB/T 7714 | Huang Anqiang,Lai Kinkeung,Li Yinhua,et al. Forecasting container throughput of Qingdao port with a hybrid model[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2015,28(1):105-121. |
APA | Huang Anqiang,Lai Kinkeung,Li Yinhua,&Wang Shouyang.(2015).Forecasting container throughput of Qingdao port with a hybrid model.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,28(1),105-121. |
MLA | Huang Anqiang,et al."Forecasting container throughput of Qingdao port with a hybrid model".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 28.1(2015):105-121. |
条目包含的文件 | 条目无相关文件。 |
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