Circulant singular value decomposition combined with a conventional neural network to improve the hake catches prediction

Lida Barba, Nibaldo Rodríguez, Diego Barba

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

This paper presents the one-step ahead forecasting of time series based on Singular Value Decomposition of a circulant trajectory matrix combined with the conventional non linear prediction method. The catches of a fishery resource was used to evaluate the proposal, this is due to the great importance of this resource in the economy of a country, and its high variability presents difficulties in the forecasting; the catches of hakes from January 1963 to December 2008 along the Chilean coast (30° S–40°S) are the application data. The forecasting strategy is presented in two stages: preprocessing and prediction. In the first stage the Singular Value Decomposition of a circulant matriz (CSVD) resultant of the mapping time series is applied to extract the components, after the decomposition and grouping, the components interannual and annual were obtained. In the second stage a conventional Artificial Neural Network (ANN) is implemented to predict the extracted components. The results evaluation shows a high prediction accuracy through the strategy based on the combination CSVD-ANN. Besides, the results were compared with the conventional nonlinear prediction based on an Autoregressive Neural Network. The improvement in the prediction accuracy by using the proposed decomposition strategy was demonstrated.

Original languageEnglish
Title of host publicationMining Intelligence and Knowledge Exploration - 3rd International Conference, MIKE 2015, Proceedings
EditorsRajendra Prasath, Anil Kumar Vuppala, T. Kathirvalavakumar
PublisherSpringer Verlag
Pages359-369
Number of pages11
ISBN (Print)9783319268316
DOIs
StatePublished - 2015
Externally publishedYes
Event3rd International Conference on Mining Intelligence and Knowledge Exploration, MIKE 2015 - Hyderabad, India
Duration: 9 Dec 201511 Dec 2015

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume9468
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

Conference3rd International Conference on Mining Intelligence and Knowledge Exploration, MIKE 2015
Country/TerritoryIndia
CityHyderabad
Period9/12/1511/12/15

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