TY - GEN
T1 - Wavelet based autoregressive RBF network for sardines catches forecasting
AU - Rodríguez, Nibaldo
AU - Yañez, Eleuterio
AU - Crawford, Broderick
PY - 2008
Y1 - 2008
N2 - This paper deals with forecasting of monthly sardines catches in north area of Chile. The forecasting model is based on un-decimated stationary wavelet transform (SWT) combined with radial basis function (RBF) neural network and linear autoregressive (AR) model. The original monthly sardines catches data are decomposed into two sub-series employing 1-level SWT and the appropriate subseries are used as inputs to the (RBF+AR) model to forecast 1-month ahead monthly sardines catches. The forecaster's parameters are estimated by using a hybrid algorithm based on the least square (LS) method and Levenberg Marquardt (LM) algorithm. The forecasting performance based on Hybrid (LS+LM) algorithm based was evaluated using determination coefficient and showed that a 99% of the explained variance was captured with a reduced parsimony and high accuracy.
AB - This paper deals with forecasting of monthly sardines catches in north area of Chile. The forecasting model is based on un-decimated stationary wavelet transform (SWT) combined with radial basis function (RBF) neural network and linear autoregressive (AR) model. The original monthly sardines catches data are decomposed into two sub-series employing 1-level SWT and the appropriate subseries are used as inputs to the (RBF+AR) model to forecast 1-month ahead monthly sardines catches. The forecaster's parameters are estimated by using a hybrid algorithm based on the least square (LS) method and Levenberg Marquardt (LM) algorithm. The forecasting performance based on Hybrid (LS+LM) algorithm based was evaluated using determination coefficient and showed that a 99% of the explained variance was captured with a reduced parsimony and high accuracy.
UR - http://www.scopus.com/inward/record.url?scp=57849144689&partnerID=8YFLogxK
U2 - 10.1109/ICCIT.2008.357
DO - 10.1109/ICCIT.2008.357
M3 - Conference contribution
AN - SCOPUS:57849144689
SN - 9780769534077
T3 - Proceedings - 3rd International Conference on Convergence and Hybrid Information Technology, ICCIT 2008
SP - 808
EP - 811
BT - Proceedings - 3rd International Conference on Convergence and Hybrid Information Technology, ICCIT 2008
T2 - 3rd International Conference on Convergence and Hybrid Information Technology, ICCIT 2008
Y2 - 11 November 2008 through 13 November 2008
ER -