Multiscale polynomial autoregressive model for monthly sardines catches forecasting

Resultado de la investigación: Capítulo del libro/informe/acta de congresoContribución a la conferenciarevisión exhaustiva

Resumen

The aim of this paper is to find a model to forecast 1-month ahead monthly sardines catches using a multivariate polynomial model combined with multi-scale stationary wavelet decomposition. The observed monthly sardines catches are decomposed into various sub-series employing wavelet decomposition and then appropriate sub-series are used as inputs to the autoregressive forecasting model. The forecasting strategy parameters are estimated using the least squares method and we find that the proposed forecaster achieves 99% of the explained variance with a MAPE below 7.6%.

Idioma originalInglés
Título de la publicación alojadaICCIT 2009 - 4th International Conference on Computer Sciences and Convergence Information Technology
Páginas1524-1528
Número de páginas5
DOI
EstadoPublicada - 2009
Publicado de forma externa
Evento4th International Conference on Computer Sciences and Convergence Information Technology, ICCIT 2009 - Seoul, República de Corea
Duración: 24 nov. 200926 nov. 2009

Serie de la publicación

NombreICCIT 2009 - 4th International Conference on Computer Sciences and Convergence Information Technology

Conferencia

Conferencia4th International Conference on Computer Sciences and Convergence Information Technology, ICCIT 2009
País/TerritorioRepública de Corea
CiudadSeoul
Período24/11/0926/11/09

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