Undecimated wavelet based autoregressive model for anchovy 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 anchovy catches using un-decimated multi-scale stationary wavelet transform (USWT) combined with linear autoregressive (AR) method. The original monthly anchovy catches are decomposed into various sub-series employing USWT and then appropriate sub-series are used as inputs to the multi-scale autoregressive (MAR) model. The MAR's parameters are estimated using the regularized least squares (RLS) method. RLS based forecasting performance was evaluated using determination coefficient and shown that a 99% of the explained variance was captured with a reduced parsimony and high accuracy.

Idioma originalInglés
Título de la publicación alojadaMICAI 2008
Subtítulo de la publicación alojadaAdvances in Artificial Intelligence - 7th Mexican International Conference on Artificial Intelligence, Proceedings
Páginas325-332
Número de páginas8
DOI
EstadoPublicada - 5 dic 2008
Evento7th Mexican International Conference on Artificial Intelligence, MICAI 2008 - Atizapan de Zaragoza, México
Duración: 27 oct 200831 oct 2008

Serie de la publicación

NombreLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volumen5317 LNAI
ISSN (versión impresa)0302-9743
ISSN (versión digital)1611-3349

Conferencia

Conferencia7th Mexican International Conference on Artificial Intelligence, MICAI 2008
PaísMéxico
CiudadAtizapan de Zaragoza
Período27/10/0831/10/08

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