The Optimal Combination Forecasting Based on ARIMA, VAR and SSM
DOI: 10.23977/acss.2016.11003 | Downloads: 74 | Views: 6715
Author(s)
Mingyan Jiang 1, Beibei Chen 1
Affiliation(s)
1 School of Information Science and Engineering, Shandong University, Jinan, China, 250110
Corresponding Author
Mingyan JiangABSTRACT
In order to overcome the defects of a single time series forecasting model and to improve the prediction accuracy, this paper proposes an improved optimal combination model with Artificial Bee Colony algorithm used to solve the optimal weight coefficient automatically. Taking the Manufacturers' Shipments as an example to analyze, we use ARIMA、VAR and SSM to forecast the shipments respectively. Based on these three models,we construct the optimal combination forecasting model. By inspection, it is superior to the other three models in accuracy.
KEYWORDS
The optimal combination forecasting model; Artificial Bee Colony algorithm; the Manufacturers’ Shipments; ARIMA; VAR; SSMCITE THIS PAPER
Beibei, C. and Mingyan, J. (2016) The Optimal Combination Forecasting Based on ARIMA,VAR and SSM. Advances in Computer, Signals and Systems (2016) 1: 13-17.
REFERENCES
[1] Claire, Hongyu Pan, et al. Analysis and Application of Time Series: R language [M]. Beijing: Mechanical Industry Press, 2011.
[2] Karamouz M., Araghinejad sh. Advance Hydrology [M]. Amirkabir University of Technology Press, 2012.
[3] Shiyu Li, Fei Zhang, Zhenglin Wang. Data Analysis: real R language [M]. Beijing: Electronic Industry Press, 2014.
[4] Chengfang Fan, Jianmin Shi. Analysis of Grain Production Cost Forecast based on Holt-Winters and Trend ARMA Combined Model—Taking Corn and Wheat of Shandong Province for Example [J]. Chinese Journal of Agricultural Resources and Regional Planning, vol.3, no.3, pp.45-51, 2014.
[5] Li Zheng, Fengbin Lu, Dongmei Duan, etc. Integration forecast of Chinese pork consumption demand—Empirical based on ARIMA、VAR and VEC models [J]. Systems Engineering— Theory & Practice, vol.4, no.4, pp.918-925, 2013.
[6] Mingyan Jiang, Dongfeng Yuan. Artificial Bee Colony algorithm and its applications [M]. Beijing: Science press, 2014.
Downloads: | 12573 |
---|---|
Visits: | 251886 |
Sponsors, Associates, and Links
-
Power Systems Computation
-
Internet of Things (IoT) and Engineering Applications
-
Computing, Performance and Communication Systems
-
Journal of Artificial Intelligence Practice
-
Journal of Network Computing and Applications
-
Journal of Web Systems and Applications
-
Journal of Electrotechnology, Electrical Engineering and Management
-
Journal of Wireless Sensors and Sensor Networks
-
Journal of Image Processing Theory and Applications
-
Mobile Computing and Networking
-
Vehicle Power and Propulsion
-
Frontiers in Computer Vision and Pattern Recognition
-
Knowledge Discovery and Data Mining Letters
-
Big Data Analysis and Cloud Computing
-
Electrical Insulation and Dielectrics
-
Crypto and Information Security
-
Journal of Neural Information Processing
-
Collaborative and Social Computing
-
International Journal of Network and Communication Technology
-
File and Storage Technologies
-
Frontiers in Genetic and Evolutionary Computation
-
Optical Network Design and Modeling
-
Journal of Virtual Reality and Artificial Intelligence
-
Natural Language Processing and Speech Recognition
-
Journal of High-Voltage
-
Programming Languages and Operating Systems
-
Visual Communications and Image Processing
-
Journal of Systems Analysis and Integration
-
Knowledge Representation and Automated Reasoning
-
Review of Information Display Techniques
-
Data and Knowledge Engineering
-
Journal of Database Systems
-
Journal of Cluster and Grid Computing
-
Cloud and Service-Oriented Computing
-
Journal of Networking, Architecture and Storage
-
Journal of Software Engineering and Metrics
-
Visualization Techniques
-
Journal of Parallel and Distributed Processing
-
Journal of Modeling, Analysis and Simulation
-
Journal of Privacy, Trust and Security
-
Journal of Cognitive Informatics and Cognitive Computing
-
Lecture Notes on Wireless Networks and Communications
-
International Journal of Computer and Communications Security
-
Journal of Multimedia Techniques
-
Automation and Machine Learning
-
Computational Linguistics Letters
-
Journal of Computer Architecture and Design
-
Journal of Ubiquitous and Future Networks