Hybridization model of linear and nonlinear time series data for forecasting

Proceedings - 2nd Asia International Conference on Modelling and Simulation, AMS 2008

Volumn , Issue , 2008, Pages 597-602

  Sallehuddin, Roselina ^a   Shamsuddin, Siti Mariyam ^a   Hashim, Siti Zaiton Mohd ^a  

^a UNIVERSITI TEKNOLOGI MALAYSIA   (Malaysia)

Author keywords

ARIMA_ANN; Cooperative feature selection; Forecasting; GRANN_ARIMA; Hybrid

Indexed keywords

ARIMA_ANN; ARTIFICIAL NEURAL NETWORK; AUTO REGRESSIVE INTEGRATED MOVING AVERAGE; COOPERATIVE FEATURE SELECTION; EMPIRICAL RESULTS; FEATURE SELECTION; FORECASTING ACCURACY; GRANN_ARIMA; HYBRID; HYBRID MODEL; HYBRIDIZATION MODEL; INTERNATIONAL CONFERENCES; LARGE-SCALE DATA; MEAN ABSOLUTE DEVIATION; MEAN ABSOLUTE PERCENTAGE ERROR; MODELLING AND SIMULATION; MULTIPLE LINEAR REGRESSION; NON-LINEAR MODELING; NONLINEAR TIME SERIES; OPTIMUM NUMBER; ROOT-MEAN-SQUARE ERROR; TIME-SERIES DATA;

ALPHA PARTICLE SPECTROMETERS; ASSET MANAGEMENT; BACKPROPAGATION; BLOCK CODES; DATA HANDLING; FEATURE EXTRACTION; FOOD PROCESSING; FORECASTING; HYBRID SENSORS; IMAGE CLASSIFICATION; MEAN SQUARE ERROR; PARTICLE SPECTROMETERS; REAL TIME SYSTEMS; REGRESSION ANALYSIS; TIME SERIES ANALYSIS; VECTORS;

NEURAL NETWORKS;

EID: 50249163782     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/AMS.2008.142     Document Type: Conference Paper

References (5)

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2. T. Taskaya-Termizel & K. Ahmad, Are ARIMA Neural Network Hybrids Better Than Single Model? Proc. of Inter. Joint Conf. on NNS (LICN 2005), July 31-Aug. 4, Montreal, Canada.
3. T.Taskaya-Termizel, & M.C. Casey, A Comparative Study Of Autoregressive Neural Network Hybrids, Neural Networks, Vol.18, Issues 5-6, July-Aug. 2005, pp 781-789
4. th Inter. Conf. On Machine Learning and Cybernetics, Guangzhou, Aug. 2005, pp 18-21.
5. G.P. Zhang, Time Series Forecasting Using a Hybrid ARIMA And Neural Network Model, Neurocomputing 50, 2003, pp. 159-175.