Multiscale polynomial autoregressive model for monthly sardines catches forecasting

Nibaldo Rodriguez; Orlando Duran

doi:10.1109/ICCIT.2009.241

Multiscale polynomial autoregressive model for monthly sardines catches forecasting

Nibaldo Rodriguez, Orlando Duran

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

1 Scopus citations

Abstract

The aim of this paper is to find a model to forecast 1-month ahead monthly sardines catches using a multivariate polynomial model combined with multi-scale stationary wavelet decomposition. The observed monthly sardines catches are decomposed into various sub-series employing wavelet decomposition and then appropriate sub-series are used as inputs to the autoregressive forecasting model. The forecasting strategy parameters are estimated using the least squares method and we find that the proposed forecaster achieves 99% of the explained variance with a MAPE below 7.6%.

Original language	English
Title of host publication	ICCIT 2009 - 4th International Conference on Computer Sciences and Convergence Information Technology
Pages	1524-1528
Number of pages	5
DOIs	https://doi.org/10.1109/ICCIT.2009.241
State	Published - 2009
Event	4th International Conference on Computer Sciences and Convergence Information Technology, ICCIT 2009 - Seoul, Korea, Republic of Duration: 24 Nov 2009 → 26 Nov 2009

Publication series

Name	ICCIT 2009 - 4th International Conference on Computer Sciences and Convergence Information Technology

Conference

Conference	4th International Conference on Computer Sciences and Convergence Information Technology, ICCIT 2009
Country/Territory	Korea, Republic of
City	Seoul
Period	24/11/09 → 26/11/09

Keywords

Forecasting
Regression
Wavelet analysis

Access to Document

10.1109/ICCIT.2009.241

Cite this

Rodriguez, N., & Duran, O. (2009). Multiscale polynomial autoregressive model for monthly sardines catches forecasting. In ICCIT 2009 - 4th International Conference on Computer Sciences and Convergence Information Technology (pp. 1524-1528). Article 5369937 (ICCIT 2009 - 4th International Conference on Computer Sciences and Convergence Information Technology). https://doi.org/10.1109/ICCIT.2009.241

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title = "Multiscale polynomial autoregressive model for monthly sardines catches forecasting",

abstract = "The aim of this paper is to find a model to forecast 1-month ahead monthly sardines catches using a multivariate polynomial model combined with multi-scale stationary wavelet decomposition. The observed monthly sardines catches are decomposed into various sub-series employing wavelet decomposition and then appropriate sub-series are used as inputs to the autoregressive forecasting model. The forecasting strategy parameters are estimated using the least squares method and we find that the proposed forecaster achieves 99% of the explained variance with a MAPE below 7.6%.",

keywords = "Forecasting, Regression, Wavelet analysis",

author = "Nibaldo Rodriguez and Orlando Duran",

year = "2009",

doi = "10.1109/ICCIT.2009.241",

language = "English",

isbn = "9780769538969",

series = "ICCIT 2009 - 4th International Conference on Computer Sciences and Convergence Information Technology",

pages = "1524--1528",

booktitle = "ICCIT 2009 - 4th International Conference on Computer Sciences and Convergence Information Technology",

note = "4th International Conference on Computer Sciences and Convergence Information Technology, ICCIT 2009 ; Conference date: 24-11-2009 Through 26-11-2009",

}

Rodriguez, N & Duran, O 2009, Multiscale polynomial autoregressive model for monthly sardines catches forecasting. in ICCIT 2009 - 4th International Conference on Computer Sciences and Convergence Information Technology., 5369937, ICCIT 2009 - 4th International Conference on Computer Sciences and Convergence Information Technology, pp. 1524-1528, 4th International Conference on Computer Sciences and Convergence Information Technology, ICCIT 2009, Seoul, Korea, Republic of, 24/11/09. https://doi.org/10.1109/ICCIT.2009.241

Multiscale polynomial autoregressive model for monthly sardines catches forecasting. / Rodriguez, Nibaldo ; Duran, Orlando.
ICCIT 2009 - 4th International Conference on Computer Sciences and Convergence Information Technology. 2009. p. 1524-1528 5369937 (ICCIT 2009 - 4th International Conference on Computer Sciences and Convergence Information Technology).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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AU - Duran, Orlando

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N2 - The aim of this paper is to find a model to forecast 1-month ahead monthly sardines catches using a multivariate polynomial model combined with multi-scale stationary wavelet decomposition. The observed monthly sardines catches are decomposed into various sub-series employing wavelet decomposition and then appropriate sub-series are used as inputs to the autoregressive forecasting model. The forecasting strategy parameters are estimated using the least squares method and we find that the proposed forecaster achieves 99% of the explained variance with a MAPE below 7.6%.

AB - The aim of this paper is to find a model to forecast 1-month ahead monthly sardines catches using a multivariate polynomial model combined with multi-scale stationary wavelet decomposition. The observed monthly sardines catches are decomposed into various sub-series employing wavelet decomposition and then appropriate sub-series are used as inputs to the autoregressive forecasting model. The forecasting strategy parameters are estimated using the least squares method and we find that the proposed forecaster achieves 99% of the explained variance with a MAPE below 7.6%.

KW - Forecasting

KW - Regression

KW - Wavelet analysis

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Y2 - 24 November 2009 through 26 November 2009

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Rodriguez N , Duran O. Multiscale polynomial autoregressive model for monthly sardines catches forecasting. In ICCIT 2009 - 4th International Conference on Computer Sciences and Convergence Information Technology. 2009. p. 1524-1528. 5369937. (ICCIT 2009 - 4th International Conference on Computer Sciences and Convergence Information Technology). doi: 10.1109/ICCIT.2009.241

Multiscale polynomial autoregressive model for monthly sardines catches forecasting

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Keywords

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