Short-term time series prediction based on sceleton algebraic sequences with internal smoothing

Short-term time series prediction based on sceleton algebraic sequences with internal smoothing

An improved algebraic forecasting method with internal smoothing is proposed for short-term time series prediction. The concept of the H-rank is proposed for the detection of a base fragment of the sequence. Numerical experiments with artificially generated and real-world time series are used to il...

Full description

Bibliographic Details
Main Authors: Rita Palivonaitė, Minvydas Ragulskis
Format: Article
Language:English
Published: Vilnius University Press 2012-12-01
Series:Lietuvos Matematikos Rinkinys
Subjects:
Hankel matrix
time series forecasting
algebraic sequence
Online Access:https://www.journals.vu.lt/LMR/article/view/17101
id doaj-b6da26c5e4e7448fa47f83d0226784ce
record_format Article
spelling doaj-b6da26c5e4e7448fa47f83d0226784ce2020-11-25T03:10:02ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2012-12-0153B10.15388/LMR.B.2012.17Short-term time series prediction based on sceleton algebraic sequences with internal smoothingRita Palivonaitė0Minvydas Ragulskis1Kauno technologijos universitetasKauno technologijos universitetas An improved algebraic forecasting method with internal smoothing is proposed for short-term time series prediction. The concept of the H-rank is proposed for the detection of a base fragment of the sequence. Numerical experiments with artificially generated and real-world time series are used to illustrate the forecast method. https://www.journals.vu.lt/LMR/article/view/17101Hankel matrixtime series forecastingalgebraic sequence
collection DOAJ
language English
format Article
sources DOAJ
author Rita Palivonaitė
Minvydas Ragulskis
spellingShingle Rita Palivonaitė
Minvydas Ragulskis
Short-term time series prediction based on sceleton algebraic sequences with internal smoothing
Lietuvos Matematikos Rinkinys
Hankel matrix
time series forecasting
algebraic sequence
author_facet Rita Palivonaitė
Minvydas Ragulskis
author_sort Rita Palivonaitė
title Short-term time series prediction based on sceleton algebraic sequences with internal smoothing
title_short Short-term time series prediction based on sceleton algebraic sequences with internal smoothing
title_full Short-term time series prediction based on sceleton algebraic sequences with internal smoothing
title_fullStr Short-term time series prediction based on sceleton algebraic sequences with internal smoothing
title_full_unstemmed Short-term time series prediction based on sceleton algebraic sequences with internal smoothing
title_sort short-term time series prediction based on sceleton algebraic sequences with internal smoothing
publisher Vilnius University Press
series Lietuvos Matematikos Rinkinys
issn 0132-2818
2335-898X
publishDate 2012-12-01
description An improved algebraic forecasting method with internal smoothing is proposed for short-term time series prediction. The concept of the H-rank is proposed for the detection of a base fragment of the sequence. Numerical experiments with artificially generated and real-world time series are used to illustrate the forecast method.
topic Hankel matrix
time series forecasting
algebraic sequence
url https://www.journals.vu.lt/LMR/article/view/17101
work_keys_str_mv AT ritapalivonaite shorttermtimeseriespredictionbasedonsceletonalgebraicsequenceswithinternalsmoothing
AT minvydasragulskis shorttermtimeseriespredictionbasedonsceletonalgebraicsequenceswithinternalsmoothing
_version_ 1724661102509293568

Similar Items