Proceedings of the 2017 International Conference on Applied Mathematics, Modeling and Simulation (AMMS 2017)

A Set of Time Series Forecasting Model Based on the Difference

Authors
Hao Feng, Hongxu Wang, Chengguo Yin, Xiaoli Lu, Xiaofang Fu
Corresponding Author
Hao Feng
Available Online November 2017.
DOI
10.2991/amms-17.2017.30How to use a DOI?
Keywords
the difference; the function Xq(s,t) of SD's sum of fraction; the inverse function Zq(s,t) of SD's sum of fraction; the prediction function Dq(s,t) of SD; time series
Abstract

A set of time series forecasting models based on difference is proposed (SD). For a time series, it can select the best time series forecasting model in SD by using the automatic optimal search method. For example, when forecast enrollments data of University of Alabama in 1971~1992, it can select the best time series forecasting model Dq(0.000003,0.000003) in SD by using the automatic optimal search method, and can gain the MSE=0 and AFER=0%. The fact that the prediction accuracy of the existing fuzzy time series prediction model is not very high has been fundamentally improved.

Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2017 International Conference on Applied Mathematics, Modeling and Simulation (AMMS 2017)
Series
Advances in Intelligent Systems Research
Publication Date
November 2017
ISBN
978-94-6252-433-0
ISSN
1951-6851
DOI
10.2991/amms-17.2017.30How to use a DOI?
Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Hao Feng
AU  - Hongxu Wang
AU  - Chengguo Yin
AU  - Xiaoli Lu
AU  - Xiaofang Fu
PY  - 2017/11
DA  - 2017/11
TI  - A Set of Time Series Forecasting Model Based on the Difference
BT  - Proceedings of the 2017 International Conference on Applied Mathematics, Modeling and Simulation (AMMS 2017)
PB  - Atlantis Press
SP  - 132
EP  - 134
SN  - 1951-6851
UR  - https://doi.org/10.2991/amms-17.2017.30
DO  - 10.2991/amms-17.2017.30
ID  - Feng2017/11
ER  -