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Computer Optics, 2020, Volume 44, Issue 5, Pages 821–829
DOI: https://doi.org/10.18287/2412-6179-CO-667
(Mi co852)
 

This article is cited in 4 scientific papers (total in 4 papers)

NUMERICAL METHODS AND DATA ANALYSIS

Hybrid approach for time series forecasting based on a penalty p-spline and evolutionary optimization

E. A. Kochegurovaa, E. Yu. Repinaa, V. Tsekhanb

a Tomsk Polytechnic University, Tomsk, Russ
b Yanka Kupala State University of Grodno, Grodno, Belarus
References:
Abstract: In this work, a hybrid-forecasting model is proposed. The model includes a recursive penalty P-spline with parameters adaptation based on evolutionary optimization algorithms. In short-term forecasting, especially in real-time systems, the urgent task is to increase the forecast speed without compromising its quality. High forecasting speed has been achieved by an economical computational scheme of a recurrent P-spline with a shallow depth of prehistory. When combined with the adaptation of some parameters of the P-spline, such an approach allows you to control the forecast accuracy.
Keywords: penalized spline, smoothing spline, digital filter, impulse infinite response (IIR filter), instrumental function, amplitude and phase-frequency response.
Funding agency Grant number
Russian Foundation for Basic Research 18-07-01007 а
The work was funded by the Russian Foundation for Basic Research under grant #18-07-01007.
Received: 13.11.2019
Accepted: 17.02.2020
Document Type: Article
Language: Russian
Citation: E. A. Kochegurova, E. Yu. Repina, V. Tsekhan, “Hybrid approach for time series forecasting based on a penalty p-spline and evolutionary optimization”, Computer Optics, 44:5 (2020), 821–829
Citation in format AMSBIB
\Bibitem{KocRepTse20}
\by E.~A.~Kochegurova, E.~Yu.~Repina, V.~Tsekhan
\paper Hybrid approach for time series forecasting based on a penalty p-spline and evolutionary optimization
\jour Computer Optics
\yr 2020
\vol 44
\issue 5
\pages 821--829
\mathnet{http://mi.mathnet.ru/co852}
\crossref{https://doi.org/10.18287/2412-6179-CO-667}
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  • https://www.mathnet.ru/eng/co852
  • https://www.mathnet.ru/eng/co/v44/i5/p821
  • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Computer Optics
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