Wavelet based autoregressive RBF network for sardines catches forecasting

NIBALDO   RODRIGUEZ AGURTO; Eleuterio Yañez; BRODERICK   CRAWFORD LABRIN

doi:10.1109/ICCIT.2008.357

Wavelet based autoregressive RBF network for sardines catches forecasting

NIBALDO RODRIGUEZ AGURTO, Eleuterio Yañez, BRODERICK CRAWFORD LABRIN

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 - 29 Dec 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	Korea, Republic of
City	Busan
Period	11/11/08 → 13/11/08

Access to Document

10.1109/ICCIT.2008.357

Fingerprint Dive into the research topics of 'Wavelet based autoregressive RBF network for sardines catches forecasting'. Together they form a unique fingerprint.

Cite this

RODRIGUEZ AGURTO, NIBALDO., Yañez, E., & CRAWFORD LABRIN, BRODERICK. (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). [4682344] (Proceedings - 3rd International Conference on Convergence and Hybrid Information Technology, ICCIT 2008; Vol. 2). https://doi.org/10.1109/ICCIT.2008.357

RODRIGUEZ AGURTO, NIBALDO ; Yañez, Eleuterio ; CRAWFORD LABRIN, 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).

@inproceedings{d4e42723388a4f65ba53c49790ad28eb,

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 = "{RODRIGUEZ AGURTO}, NIBALDO and Eleuterio Ya{\~n}ez and {CRAWFORD LABRIN}, BRODERICK",

year = "2008",

month = dec,

day = "29",

doi = "10.1109/ICCIT.2008.357",

language = "English",

isbn = "9780769534077",

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

pages = "808--811",

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

note = "null ; Conference date: 11-11-2008 Through 13-11-2008",

}

RODRIGUEZ AGURTO, NIBALDO, Yañez, E & CRAWFORD LABRIN, BRODERICK 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. / RODRIGUEZ AGURTO, NIBALDO ; Yañez, Eleuterio; CRAWFORD LABRIN, 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

TY - GEN

T1 - Wavelet based autoregressive RBF network for sardines catches forecasting

AU - RODRIGUEZ AGURTO, NIBALDO

AU - Yañez, Eleuterio

AU - CRAWFORD LABRIN, BRODERICK

PY - 2008/12/29

Y1 - 2008/12/29

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

Y2 - 11 November 2008 through 13 November 2008

ER -

RODRIGUEZ AGURTO NIBALDO, Yañez E, CRAWFORD LABRIN BRODERICK. 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). https://doi.org/10.1109/ICCIT.2008.357

Wavelet based autoregressive RBF network for sardines catches forecasting

Abstract

Publication series

Conference

Access to Document

Other files and links

Cite this