A new hybrid for improvement of auto-regressive integrated moving average models applying particle swarm optimization

Expert Systems with Applications

Volumn 39, Issue 5, 2012, Pages 5332-5337

  Asadi, Shahrokh ^a   Tavakoli, Akbar ^a   Hejazi, Seyed Reza ^a  

^a ISFAHAN UNIVERSITY OF TECHNOLOGY   (Iran)

Author keywords

ARIMA; Forecasting; PSOARIMA

Indexed keywords

ARIMA; ARIMA MODELS; AUTO-REGRESSIVE INTEGRATED MOVING AVERAGE; EMPIRICAL FINDINGS; FINANCIAL MARKET; FINANCIAL TIME SERIES FORECASTING; FORECASTING TOOLS; HISTORICAL DATA; PARTICLE SWARM OPTIMIZATION MODELS; PREDICTIVE PERFORMANCE; PSOARIMA; SMALL DATA; TIME SERIES FORECASTING; TIME SERIES MODELS;

FINANCIAL DATA PROCESSING; FORECASTING; SIGNAL ENCODING; TIME SERIES;

PARTICLE SWARM OPTIMIZATION (PSO);

EID: 84855897207     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2011.11.002     Document Type: Article

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