Wavelets in Multi-step-ahead forecasting
Created by W.Langdon from
gp-bibliography.bib Revision:1.8051
- @InProceedings{wavelets_in_forecasting,
-
author = "Mak Kaboudan",
-
title = "Wavelets in Multi-step-ahead forecasting",
-
year = "2005",
-
booktitle = "The 16th IFAC World Congress",
-
editor = "Pavel Zitek",
-
address = "Prague",
-
month = jul # " 4-8",
-
organisation = "IFAC",
-
publisher = "Elsevier Science Ltd",
-
note = "A paper presented during",
-
email = "Mak_kaboudan@Redlands.edu",
-
keywords = "genetic algorithms, genetic programming, sunspot
numbers, Artificial intelligence, Nonlinear systems",
-
ISBN = "0-08-045108-X",
-
URL = "http://bulldog2.redlands.edu/fac/mak_kaboudan/wavelets_in_forecasting.pdf",
-
URL = "http://folk.ntnu.no/skoge/prost/proceedings/ifac2005/Fullpapers/03423.pdf",
-
DOI = "doi:10.3182/20050703-6-CZ-1902.02242",
-
size = "6 pages",
-
abstract = "This paper investigates the possibility of obtaining
long-into-the-future reliable forecasts of observed
nonlinear cyclical phenomena. Unsmoothed monthly
sunspot numbers that are characteristically cyclical
with nonlinear dynamics as well as their
wavelet-transformed and wavelet-denoised series are
forecast through October 2008. The objective is to
determine whether modelling wavelet-conversions of a
series provides reasonable forecasts. Two computational
techniques, neural networks and genetic programming,
are used to model the dynamics of the series.
Statistical comparison of their ex post forecasts is
then used to identify the data set and computational
technique to use under the circumstances.",
-
notes = "Additional info from http://www.ifac.cz/
Broken 2024
http://www.ecampus.com/book/008045108X
http://folk.ntnu.no/skoge/prost/proceedings/ifac2005/Index.html",
- }
Genetic Programming entries for
Mahmoud A Kaboudan
Citations