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Automated time series forecasting
Published 2011“…While quantitative technique is based on statistical concepts and requires large amount of data in order to formulate the mathematical models.This technique can be classified into projective and causal technique.The projective technique (or univariate modelling) just involve one variable while the causal technique (or econometric modelling) suitable for multi-variables.Since forecasting involves uncertainty, several methods need to be executed on one set of time series data in order to produce accurate forecast.Hence, usually in practice forecaster need to use several softwares to obtain the forecast values.If this practice can be transformed into algorithm (well-defined rules for solving a problem) and then the algorithm can be transformed into a computer program, less time will be needed to compute the forecast values where in business world time is money.In this study, we focused on algorithm development for univariate forecasting techniques only and will expand towards econometric modelling in the future.Two set of simulated data (yearly and non-yearly) and several univariate forecasting techniques (i.e. …”
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Monograph -
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Neural Networks Ensemble: Evaluation of Aggregation Algorithms for Forecasting
Published 2013“…The aggregation algorithms were employed on the forecasts obtained from all individual NN models as well as on a number of the best forecasts obtained from the best NN models. …”
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M-Factors Fuzzy Time Series for Forecasting Moving Holiday Electricity Load Demand in Malaysia (S/O 14589)
“…The modified algorithm, Weighted Subsethood Segmented Fuzzy Time Series (WeSuSFTS) consists of four main phases; data pre-processing, model development, model implementation and model evaluation. …”
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Hybrid optimization approach to estimate random demand
Published 2012“…The main objective of this study is to develop a demand forecasting model that should reflect the characteristics of random demand patterns.To accomplish this goal, a hybrid algorithm combining a genetic algorithm and a local search algorithm method was developed to overcome premature convergence in local optima problems.The performance of the hybrid algorithm was compared with a single algorithm model in estimating parameter values that minimize objective function which was used to measure the goodness-of-fit between the observed data and simulated results.However, two problems had to be overcome in the forecasting random demand model. …”
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Weighted subsethood and reasoning based fuzzy time series for moving holiday electricity load demand forecasting
Published 2021“…The modified algorithm, Weighted Subsethood Segmented Fuzzy Time Series (WeSuSFTS) consists of four main phases; data pre-processing, model development, model implementation and model evaluation. …”
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Balanced Stochastic Realization Algorithm For Development Of Rainfall Model
Published 2014“…In this research, Balanced Stochastic Realization (BSR) subspace algorithm is used to develop a rainfall model for Malaysia. …”
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Algorithmic approaches in model selection of the air passengers flows data
Published 2015“…Algorithm is an important element in any problem solving situation.In statistical modelling strategy, the algorithm provides a step by step process in model building, model testing, choosing the ‘best’ model and even forecasting using the chosen model.Tacit knowledge has contributed to the existence of a huge variability in manual modelling process especially between expert and non-expert modellers.Many algorithms (automated model selection) have been developed to bridge the gap either through single or multiple equation modelling.This study aims to evaluate the forecasting performances of several selected algorithms on air passengers flow data based on Root Mean Square Error (RMSE) and Geometric Root Mean Square Error (GRMSE).The findings show that multiple models selection performed well in one and two step-ahead forecast but was outperformed by single model in three step-ahead forecasts.…”
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Long term energy demand forecasting based on hybrid, optimization: Comparative study
Published 2012“…The objective of this research is to develop a long term energy demand forecasting model that used hybrid optimization.To accomplish this goal, a hybrid algorithm that combined a genetic algorithm and a local search algorithm method has been developed to overcome premature convergence.Model performances of hybrid algorithm were compared with former single algorithm model in estimating parameter values of an objective function to measure the goodness-of-fit between the observed data and simulated results.Averages error between two models was adopt to select the proper model for future projection of energy demand.…”
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Development of hybrid algorithm of residual bootstrap artificial neural network based on sukuk volatility forecast model.
Published 2018“…Development of hybrid algorithm of residual bootstrap artificial neural network based on sukuk volatility forecast model. by Nurul Hila Zainuddin…”
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Forecasting hydrological parameters for reservoir system utilizing artificial intelligent models and exploring their influence on operation performance
Published 2019“…Two different forecasting models have been developed for reservoir inflow and evaporation using the radial basis function neural network (RBF-NN) and support vector regression (SVR). …”
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A comparative study of deep learning algorithms in univariate and multivariate forecasting of the Malaysian stock market
Published 2023“…This study aims to develop a univariate and multivariate stock market forecasting model using three deep learning algorithms and compare the performance of those models. …”
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Box-jenkins and genetic algorithm hybrid model for electricity forecasting system
Published 2005“…Time Series method has always been used in a variety of forecasting applications. In this thesis, an approach that combines the Box-Jenkins methodology for SARIMA model and Genetic Algorithm (GA) will been introduced as a new approach in making a forecast. …”
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Water level forecasting using feed forward neural networks optimized by African Buffalo Algorithm (ABO)
Published 2019“…This reason motivated the researchers to exploit the evolution of machine learning to develop water level forecasting systems that were characterized by accuracy, simplicity and low cost. …”
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A comparative study of clonal selection algorithm for effluent removal forecasting in septic sludge treatment plant
Published 2023“…Algorithms; Artificial intelligence; Biochemical oxygen demand; Bioinformatics; Developing countries; Effluent treatment; Effluents; Forecasting; Least squares approximations; Oxygen; Pattern recognition; Support vector machines; Water quality; Biological oxygen demand; Clonal selection algorithms; Least-square support vector machines; Sludge treatment plants; Total suspended solids; Chemical oxygen demand; oxygen; sewage; algorithm; clone; comparative study; effluent; least squares method; nonlinearity; pattern recognition; simulation; sludge; water treatment; activated sludge; algorithm; Article; biochemical oxygen demand; chemical oxygen demand; clonal selection algorithm; comparative study; computer simulation; effluent; forecasting; pattern recognition; prediction; regression analysis; septic sludge treatment plant; sludge treatment; statistical model; support vector machine; suspended particulate matter; waste water treatment plant; chemistry; procedures; sewage; theoretical model; Algorithms; Biological Oxygen Demand Analysis; Forecasting; Least-Squares Analysis; Models, Theoretical; Sewage; Support Vector Machines; Waste Disposal, Fluid…”
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A decomposed streamflow non-gradientbased artificial intelligence forecasting algorithm with factoring in aleatoric and epistemic variables / Wei Yaxing
Published 2024“…The dissertation aims to develop an effectively decomposed time-series nongradient- based artificial intelligence model for forecasting a time-series regression machine learning task. …”
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