A Set of Time Series Forecasting Model Based on the Difference

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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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  -