A new hybrid enhanced local linear neuro-fuzzy model based on the optimized singular spectrum analysis and its application for nonlinear and chaotic time series forecasting

Information Sciences

Volumn 295, Issue , 2015, Pages 107-125

  Abdollahzade, Majid ^a   Miranian, Arash ^b   Hassani, Hossein ^c,d   Iranmanesh, Hossein ^e  

^a ISLAMIC AZAD UNIVERSITY   (Iran)

^b ISLAMIC AZAD UNIVERSITY   (Iran)

^c BOURNEMOUTH UNIVERSITY   (United Kingdom)

^d Institute for International Energy Studies IIES   (Iran)

^e UNIVERSITY OF TEHRAN   (Iran)

Author keywords

Local linear neuro fuzzy model; Particle swarm optimization; Singular spectrum analysis; Time series forecasting

Indexed keywords

ALGORITHMS; DATA HANDLING; FORECASTING; NONLINEAR ANALYSIS; OPTIMIZATION; PARTICLE SWARM OPTIMIZATION (PSO); SPECTRUM ANALYSIS; TIME SERIES;

CHAOTIC TIME SERIES; DIFFERENT STRUCTURE; FORECASTING PERFORMANCE; ITS APPLICATIONS; NEURO-FUZZY MODEL; PARTICLE SWARM OPTIMIZATION ALGORITHM; SINGULAR SPECTRUM ANALYSIS; TIME SERIES FORECASTING;

TIME SERIES ANALYSIS;

EID: 84961292008     PISSN: 00200255     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ins.2014.09.002     Document Type: Article

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