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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
ISSN1009-6124
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.
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