Wavelet based autoregressive RBF network for sardines catches forecasting

Nibaldo Rodríguez; Eleuterio Yañez; Broderick Crawford

doi:10.1109/ICCIT.2008.357

Wavelet based autoregressive RBF network for sardines catches forecasting

Nibaldo Rodríguez, Eleuterio Yañez, Broderick Crawford

SCHOOL OF COMPUTER ENGINEERING

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

1 Scopus citations

Abstract

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.

Original language	English
Title of host publication	Proceedings - 3rd International Conference on Convergence and Hybrid Information Technology, ICCIT 2008
Pages	808-811
Number of pages	4
DOIs	https://doi.org/10.1109/ICCIT.2008.357
State	Published - 2008
Event	3rd International Conference on Convergence and Hybrid Information Technology, ICCIT 2008 - Busan, Korea, Republic of Duration: 11 Nov 2008 → 13 Nov 2008

Publication series

Name	Proceedings - 3rd International Conference on Convergence and Hybrid Information Technology, ICCIT 2008
Volume	2

Conference

Conference	3rd International Conference on Convergence and Hybrid Information Technology, ICCIT 2008
Country/Territory	Korea, Republic of
City	Busan
Period	11/11/08 → 13/11/08

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10.1109/ICCIT.2008.357

Cite this

Rodríguez, N., Yañez, E., & Crawford, B. (2008). Wavelet based autoregressive RBF network for sardines catches forecasting. In Proceedings - 3rd International Conference on Convergence and Hybrid Information Technology, ICCIT 2008 (pp. 808-811). Article 4682344 (Proceedings - 3rd International Conference on Convergence and Hybrid Information Technology, ICCIT 2008; Vol. 2). https://doi.org/10.1109/ICCIT.2008.357

Rodríguez, Nibaldo ; Yañez, Eleuterio ; Crawford, Broderick. / Wavelet based autoregressive RBF network for sardines catches forecasting. Proceedings - 3rd International Conference on Convergence and Hybrid Information Technology, ICCIT 2008. 2008. pp. 808-811 (Proceedings - 3rd International Conference on Convergence and Hybrid Information Technology, ICCIT 2008).

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title = "Wavelet based autoregressive RBF network for sardines catches forecasting",

abstract = "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.",

author = "Nibaldo Rodr{\'i}guez and Eleuterio Ya{\~n}ez and Broderick Crawford",

year = "2008",

doi = "10.1109/ICCIT.2008.357",

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isbn = "9780769534077",

series = "Proceedings - 3rd International Conference on Convergence and Hybrid Information Technology, ICCIT 2008",

pages = "808--811",

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note = "3rd International Conference on Convergence and Hybrid Information Technology, ICCIT 2008 ; Conference date: 11-11-2008 Through 13-11-2008",

}

Rodríguez, N, Yañez, E & Crawford, B 2008, Wavelet based autoregressive RBF network for sardines catches forecasting. in Proceedings - 3rd International Conference on Convergence and Hybrid Information Technology, ICCIT 2008., 4682344, Proceedings - 3rd International Conference on Convergence and Hybrid Information Technology, ICCIT 2008, vol. 2, pp. 808-811, 3rd International Conference on Convergence and Hybrid Information Technology, ICCIT 2008, Busan, Korea, Republic of, 11/11/08. https://doi.org/10.1109/ICCIT.2008.357

Wavelet based autoregressive RBF network for sardines catches forecasting. / Rodríguez, Nibaldo; Yañez, Eleuterio; Crawford, Broderick.
Proceedings - 3rd International Conference on Convergence and Hybrid Information Technology, ICCIT 2008. 2008. p. 808-811 4682344 (Proceedings - 3rd International Conference on Convergence and Hybrid Information Technology, ICCIT 2008; Vol. 2).

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

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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.

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Rodríguez N, Yañez E, Crawford B. Wavelet based autoregressive RBF network for sardines catches forecasting. In Proceedings - 3rd International Conference on Convergence and Hybrid Information Technology, ICCIT 2008. 2008. p. 808-811. 4682344. (Proceedings - 3rd International Conference on Convergence and Hybrid Information Technology, ICCIT 2008). doi: 10.1109/ICCIT.2008.357

Wavelet based autoregressive RBF network for sardines catches forecasting

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