TY - GEN
T1 - Wavelet autoregressive model for monthly sardines catches forecasting off central southern Chile
AU - Rodriguez, Nibaldo
AU - Rubio, Jose
AU - Yañez, Eleuterio
PY - 2011
Y1 - 2011
N2 - In this paper, we use multi-scale stationary wavelet decomposition technique combined with a linear autoregressive model for one-month-ahead monthly sardine catches forecasting off central southern Chile.The monthly sardine catches data were collected from the database of the National Marine Fisheries Service for the period between 1 January 1964 and 30 December 2008. The proposed forecasting strategy is to decompose the raw sardine catches data set into trend component and residual component by using multi-scale stationary wavelet transform. In wavelet domain, both the trend component and the residual component are independently predicted using a linear autoregressive model. Hence, proposed forecaster is the co-addition of two predicted components. We find that the proposed forecasting method achieves a 99% of the explained variance with a reduced parsimonious and high accuracy.
AB - In this paper, we use multi-scale stationary wavelet decomposition technique combined with a linear autoregressive model for one-month-ahead monthly sardine catches forecasting off central southern Chile.The monthly sardine catches data were collected from the database of the National Marine Fisheries Service for the period between 1 January 1964 and 30 December 2008. The proposed forecasting strategy is to decompose the raw sardine catches data set into trend component and residual component by using multi-scale stationary wavelet transform. In wavelet domain, both the trend component and the residual component are independently predicted using a linear autoregressive model. Hence, proposed forecaster is the co-addition of two predicted components. We find that the proposed forecasting method achieves a 99% of the explained variance with a reduced parsimonious and high accuracy.
KW - autoregression
KW - forecasting
KW - wavelet decomposition
UR - http://www.scopus.com/inward/record.url?scp=81855177109&partnerID=8YFLogxK
U2 - 10.1007/978-3-642-25085-9_78
DO - 10.1007/978-3-642-25085-9_78
M3 - Conference contribution
AN - SCOPUS:81855177109
SN - 9783642250842
T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
SP - 654
EP - 663
BT - Progress in Pattern Recognition, Image Analysis, Computer Vision, and Applications - 16th Iberoamerican Congress, CIARP 2011, Proceedings
T2 - 16th Iberoamerican Congress on Pattern Recognition, CIARP 2011
Y2 - 15 November 2011 through 18 November 2011
ER -
