AUTOMATED OPTIMAL FORECASTING OF UNIVARIATE MONITORING PROCESSES : Employing a novel optimal forecast methodology to define four classes of forecast approaches and testing them on real-life monitoring processes

AUTOMATED OPTIMAL FORECASTING OF UNIVARIATE MONITORING PROCESSES : Employing a novel optimal forecast methodology to define four classes of forecast approaches and testing them on real-life monitoring processes

This work aims to explore practical one-step-ahead forecasting of structurally changing data, an unstable behaviour, that real-life data connected to human activity often exhibit. This setting can be characterized as monitoring process. Various forecast models, methods and approaches can range from...

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Bibliographic Details
Main Author: Razroev, Stanislav
Format: Others
Language:English
Published: Umeå universitet, Institutionen för matematik och matematisk statistik 2019
Subjects:
predictions
forecasting
optimal forecasting
forecast classes
optimality rules
ensemble forecasting
state switching
combinational forecasting
optimality framework
exponential smoothing
ARIMA
ARMA
SARIMA
Double-Seasonal Holt-Winters
time series
Wikipedia
Wikimedia
Wikipedia data
Twitter
Twitter data
electricity data
monitoring processes
monitoring process
monitoring
error metrics
outliers
missing values
Mathematics
Matematik
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-165990

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-165990

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