Wavelet smoothing based FAR model for monthly tuna catches foercasting

Nibaldo Rodriguez; Orlando Duran

doi:10.1109/FITME.2009.103

Wavelet smoothing based FAR model for monthly tuna catches foercasting

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

Abstract

In this paper, the aim is to apply a functional autoregressive (FAR) model combined with wavelet smoothing analysis for monthly bigeye tuna catches forecasting in the equatorial Indian ocean. The raw monthly tuna catches data is smoothed by using discrete stationary wavelet transform and then appropriate is used as inputs to the FAR model. We find that the proposed forecasting strategy achieves 97% of the explained variance with reduced parsimony and high accuracy.

Original language	English
Title of host publication	2009 2nd International Conference on Future Information Technology and Management Engineering, FITME 2009
Pages	389-391
Number of pages	3
DOIs	https://doi.org/10.1109/FITME.2009.103
State	Published - 2009
Event	2009 2nd International Conference on Future Information Technology and Management Engineering, FITME 2009 - Sanya, China Duration: 13 Dec 2009 → 14 Dec 2009

Publication series

Name	2009 2nd International Conference on Future Information Technology and Management Engineering, FITME 2009

Conference

Conference	2009 2nd International Conference on Future Information Technology and Management Engineering, FITME 2009
Country/Territory	China
City	Sanya
Period	13/12/09 → 14/12/09

Keywords

Forecasting
Wavelet smooting

Access to Document

10.1109/FITME.2009.103

Cite this

Rodriguez, N., & Duran, O. (2009). Wavelet smoothing based FAR model for monthly tuna catches foercasting. In 2009 2nd International Conference on Future Information Technology and Management Engineering, FITME 2009 (pp. 389-391). Article 5381009 (2009 2nd International Conference on Future Information Technology and Management Engineering, FITME 2009). https://doi.org/10.1109/FITME.2009.103

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title = "Wavelet smoothing based FAR model for monthly tuna catches foercasting",

abstract = "In this paper, the aim is to apply a functional autoregressive (FAR) model combined with wavelet smoothing analysis for monthly bigeye tuna catches forecasting in the equatorial Indian ocean. The raw monthly tuna catches data is smoothed by using discrete stationary wavelet transform and then appropriate is used as inputs to the FAR model. We find that the proposed forecasting strategy achieves 97% of the explained variance with reduced parsimony and high accuracy.",

keywords = "Forecasting, Wavelet smooting",

author = "Nibaldo Rodriguez and Orlando Duran",

year = "2009",

doi = "10.1109/FITME.2009.103",

language = "English",

isbn = "9780769538808",

series = "2009 2nd International Conference on Future Information Technology and Management Engineering, FITME 2009",

pages = "389--391",

booktitle = "2009 2nd International Conference on Future Information Technology and Management Engineering, FITME 2009",

note = "2009 2nd International Conference on Future Information Technology and Management Engineering, FITME 2009 ; Conference date: 13-12-2009 Through 14-12-2009",

}

Rodriguez, N & Duran, O 2009, Wavelet smoothing based FAR model for monthly tuna catches foercasting. in 2009 2nd International Conference on Future Information Technology and Management Engineering, FITME 2009., 5381009, 2009 2nd International Conference on Future Information Technology and Management Engineering, FITME 2009, pp. 389-391, 2009 2nd International Conference on Future Information Technology and Management Engineering, FITME 2009, Sanya, China, 13/12/09. https://doi.org/10.1109/FITME.2009.103

Wavelet smoothing based FAR model for monthly tuna catches foercasting. / Rodriguez, Nibaldo ; Duran, Orlando.
2009 2nd International Conference on Future Information Technology and Management Engineering, FITME 2009. 2009. p. 389-391 5381009 (2009 2nd International Conference on Future Information Technology and Management Engineering, FITME 2009).

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

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AU - Duran, Orlando

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AB - In this paper, the aim is to apply a functional autoregressive (FAR) model combined with wavelet smoothing analysis for monthly bigeye tuna catches forecasting in the equatorial Indian ocean. The raw monthly tuna catches data is smoothed by using discrete stationary wavelet transform and then appropriate is used as inputs to the FAR model. We find that the proposed forecasting strategy achieves 97% of the explained variance with reduced parsimony and high accuracy.

KW - Forecasting

KW - Wavelet smooting

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DO - 10.1109/FITME.2009.103

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T3 - 2009 2nd International Conference on Future Information Technology and Management Engineering, FITME 2009

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ER -

Wavelet smoothing based FAR model for monthly tuna catches foercasting

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