Search Results - subject:"Rule-based forecasting"

Top-down strategies based on adaptive fuzzy rule-based systems for daily time series forecasting

Luna, Ivette; Ballini, Rosangela - In: International Journal of Forecasting 27 (2011) 3, pp. 708-724

This paper presents a data-driven approach applied to the long term prediction of daily time series in the Neural Forecasting Competition. The proposal comprises the use of adaptive fuzzy rule-based systems in a top-down modeling framework. Therefore, daily samples are aggregated to build weekly...

Persistent link: https://www.econbiz.de/10010573803

Causal Forces: Structuring Knowledge for Time Series Extrapolation

Armstrong, J. Scott; Collopy, Fred - 1993

This paper examines a strategy for structuring one type of domain knowledge for use in extrapolation. It does so by representing information about causality and using this domain knowledge to select and combine forecasts. We use five categories to express causal impacts upon trends: growth,...

Persistent link: https://www.econbiz.de/10009438501

Rule-Based Forecasting: Development and Validation of an Expert Systems Approach to Combining Time Series Extrapolations

Collopy, Fred; Armstrong, JS - EconWPA - 2004

-year ahead ex ante forecasts, rule-based forecasting had a MdAPE that was 42% less. The improvement in accuracy of the rule … - based forecasts over equally-weighted combined forecasts was statistically significant. Rule-based forecasting was more …This paper examines the feasibility of rule -based forecasting, a procedure that applies forecasting expertise and …

Persistent link: https://www.econbiz.de/10005119405

Note: Rule-Based Forecasting vs. Damped-Trend Exponential Smoothing

Gardner, Everette S. - In: Management Science 45 (1999) 8, pp. 1169-1176

This paper evaluates the ex ante performance of rule-based time series forecasting systems proposed in earlier research. The author shows that comparable performance can be obtained with a simpler alternative, a damped-trend version of exponential smoothing fitted to minimize the...

Persistent link: https://www.econbiz.de/10009203818

Rule-Based Forecasting: Development and Validation of an Expert Systems Approach to Combining Time Series Extrapolations

Collopy, Fred; Armstrong, J. Scott - In: Management Science 38 (1992) 10, pp. 1394-1414

This paper examines the feasibility of rule-based forecasting, a procedure that applies forecasting expertise and … percentage error (MdAPE) for rule-based forecasting was 13% less than that from equally-weighted combined forecasts. For six …-year ahead ex ante forecasts, rule-based forecasting had a MdAPE that was 42% less. The improvement in accuracy of the rule …

Persistent link: https://www.econbiz.de/10009203714