Nemokamas pristatymas nuo 29€

  • check 10 + milijonai knygų
  • check Naujienos (kiekvieną dieną)
  • check 1 + mln. klientų mus pasitiki
  • check Geros kainos % Nuolaidos
  • check Nemokamas pristatymas nuo 29 eur

Multiscale Forecasting Models - Lida Mercedes Barba Maggi

Anglų
2018-08-31
127,04 € 169,38 €

-25% su kodu BOOKS

Turime sandėlyje pas mūsų tiekėją

Pristatymas per 17-23 d.d.

30 dienų grąžinimo politika

This book presents two new decomposition methods to decompose a time series in intrinsic components of low and high frequencies. The methods are based on Singular Value Decomposition (SVD) of a Hankel matrix (HSVD). The proposed decomposition is used to improve the accuracy of linear and nonlinear auto-regressive models. Linear Auto-regressive models (AR, ARMA and ARIMA) and Auto-regressive Neural Networks ... Visas aprašymas

Jums taip pat gali patikti

Aprašymas

This book presents two new decomposition methods to decompose a time series in intrinsic components of low and high frequencies. The methods are based on Singular Value Decomposition (SVD) of a Hankel matrix (HSVD). The proposed decomposition is used to improve the accuracy of linear and nonlinear auto-regressive models. Linear Auto-regressive models (AR, ARMA and ARIMA) and Auto-regressive Neural Networks (ANNs) have been found insufficient because of the highly complicated nature of some time series. Hybrid models are a recent solution to deal with non-stationary processes which combine pre-processing techniques with conventional forecasters, some pre-processing techniques broadly implemented are Singular Spectrum Analysis (SSA) and Stationary Wavelet Transform (SWT). Although the flexibility of SSA and SWT allows their usage in a wide range of forecast problems, there is a lack of standard methods to select their parameters. The proposed decomposition HSVD and Multilevel SVD are described in detail through time series coming from the transport and fishery sectors. Further, for comparison purposes, it is evaluated the forecast accuracy reached by SSA and SWT, both jointly with AR-based models and ANNs.

Daugiau informacijos

Autorius Lida Mercedes Barba Maggi
Leidėjas Springer Nature Switzerland
Išleidimo metai 2018
Viršelio tipas Kieti viršeliai
EAN 9783319949918
Parašykite savo atsiliepimą
Jūs peržiūrėjote: Multiscale Forecasting Models
Jūsų įvertinimas:

Goodreads Atsiliepimai

127,04 € 169,38 €