Similar Search Results

A linear programming-based bi-objective optimization for forecasting short univariate time series

Selvam, Santhosh Kumar; Rajendran, Chandrasekharan; … - In: Decision analytics journal 10 (2024), pp. 1-21

This paper proposes a Linear Programming-based Bi-Objective time series Forecasting Algorithm that helps forecast sub …-annual short univariate time-series data. The proposed algorithm generates forecasts optimized for a pair of accuracy measures … instead of just one. The algorithm is based on the ϵ-constraint-based multi-objective optimization method. The accuracy …

Persistent link: https://www.econbiz.de/10015101650

Time Series Forecasting With a Learning Algorithm : An Approximate Dynamic Programming Approach

Collado, Ricardo - 2019

We consider the basic problem of refi tting a time series over a finite period of time and formulate it as a stochastic dynamic program. By changing the underlying Markov decision process we are able to obtain a model that at optimality considers historical data as well as forecasts of future...

Persistent link: https://www.econbiz.de/10012894079

A unit root test with Markov switching deterministic components : a special emphasis on nonlinear optimization algorithms

Omay, Tolga; Corakci, Aysegul - In: Computational economics 64 (2024) 3, pp. 1837-1856

Persistent link: https://www.econbiz.de/10015143959

Towards crafting optimal functional link artificial neural networks with Rao algorithms for stock closing prices prediction

Das, Subhranginee; Nayak, Sarat; Sahoo, Biswajit - In: Computational economics 60 (2022) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10013262417

Nonlinear forecasting of the Gold Miner Spread : an application of correlations filters

Dunis, Christian; Laws, Jason; Middleton, Peter W.; … - In: Intelligent systems in accounting finance and … 20 (2013) 4, pp. 207-231

Persistent link: https://www.econbiz.de/10010233196

Mathematical programming formulations and algorithms for discrete k-median clustering of time-series data

Seref, Onur; Fan, Ya-ju; Chaovalitwongse, Wanpracha - In: INFORMS journal on computing : JOC 26 (2014) 1, pp. 160-172

Persistent link: https://www.econbiz.de/10010344112

Generalized filtering algorithms for infeasibility analysis

Atlihan, Mustafa K.; Schrage, Linus E. - In: Computers & operations research : and their … 35 (2008) 5, pp. 1446-1464

Persistent link: https://www.econbiz.de/10003670646

A novel analytical integer optimization method for wavelet based subband coding

Hatam, Mahdi; Masnadi-Shirazi, Mohammad Ali - In: RAIRO / Operations research 50 (2016) 1, pp. 189-209

Persistent link: https://www.econbiz.de/10011641513

Dendritic neuron model neural network trained by modified particle swarm optimization for time-series forecasting

Yilmaz, Ayse; Yolcu, Ufuk - In: Journal of forecasting 41 (2022) 4, pp. 793-809

Persistent link: https://www.econbiz.de/10013287860

Swarm intelligence based hybrid neural network approach for stock price forecasting

Kumar, Gourav; Singh, Uday Pratap; Jain, Sanjeev - In: Computational economics 60 (2022) 3, pp. 991-1039

Persistent link: https://www.econbiz.de/10013380863