TY - JOUR
T1 - Hybrid approach for time series forecasting based on a penalty p-spline and evolutionary optimization
AU - Kochegurova, Elena Alekseevna
AU - Repina, Elizaveta Yuryevna
AU - Tsekhan, Olga Borisovna
N1 - Funding Information:
Acknowledgements: The work was funded by the Russian Foundation for Basic Research under
Publisher Copyright:
© 2020, Institution of Russian Academy of Sciences. All rights reserved.
Copyright:
Copyright 2020 Elsevier B.V., All rights reserved.
PY - 2020/9/1
Y1 - 2020/9/1
N2 - 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.
AB - 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.
KW - Amplitude and phase-frequency response
KW - Digital filter
KW - Impulse infinite response (IIR filter)
KW - Instrumental function
KW - Penalized spline
KW - Smoothing spline
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U2 - 10.18287/2412-6179-CO-667
DO - 10.18287/2412-6179-CO-667
M3 - Article
AN - SCOPUS:85096661047
VL - 44
SP - 821
EP - 829
JO - Computer Optics
JF - Computer Optics
SN - 0134-2452
IS - 5
ER -