TY - GEN
T1 - Monthly bigeye tuna catches forecasting usingwavelet functional autoregression
AU - Rodriguez, Nibaldo
AU - Duran, Orlando
PY - 2010
Y1 - 2010
N2 - In this paper, the aim is to apply a functional autoregressive (FAR) model combined with multiscale wavelet analysis for monthly bigeye tuna catches forecasting in the ocean ecosystem of the equatorial Indian ocean. Wavelet technique performs a time-frequency analysis of a time series, which permits to decompose the raw time series into trend and residual components. In wavelet domain, the trend component and residual component are forecasted with a linear autoregressive model and a FAR model; respectively. Hence, the proposed forecast is the co-addition of two predicted components. We find that the proposed forecasting strategy achieves 98% of the explained variance with reduced parsimony and high accuracy.
AB - In this paper, the aim is to apply a functional autoregressive (FAR) model combined with multiscale wavelet analysis for monthly bigeye tuna catches forecasting in the ocean ecosystem of the equatorial Indian ocean. Wavelet technique performs a time-frequency analysis of a time series, which permits to decompose the raw time series into trend and residual components. In wavelet domain, the trend component and residual component are forecasted with a linear autoregressive model and a FAR model; respectively. Hence, the proposed forecast is the co-addition of two predicted components. We find that the proposed forecasting strategy achieves 98% of the explained variance with reduced parsimony and high accuracy.
KW - Forecasting
KW - Wavelet analysis
UR - http://www.scopus.com/inward/record.url?scp=77952123778&partnerID=8YFLogxK
U2 - 10.1109/WKDD.2010.139
DO - 10.1109/WKDD.2010.139
M3 - Conference contribution
AN - SCOPUS:77952123778
SN - 9780769539232
T3 - 3rd International Conference on Knowledge Discovery and Data Mining, WKDD 2010
SP - 67
EP - 70
BT - 3rd International Conference on Knowledge Discovery and Data Mining, WKDD 2010
T2 - 3rd International Conference on Knowledge Discovery and Data Mining, WKDD 2010
Y2 - 9 January 2010 through 10 January 2010
ER -