Wavelet smoothing based multivariate polynomial for anchovy catches forecasting

NIBALDO RODRIGUEZ AGURTO, Eleuterio Yañez

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

Resumen

In this paprer, a multivariate polynomial (MP) combined with smoothing techniques is proposed to forecast 1-month ahead monthly anchovy catches in the north area of Chile. The anchovy catches data is smoothed by using multiscale discrete stationary wavelet transform and then appropriate is used as inputs to the MP. The MP's parameters are estimated using the penalized least square method and the performance evaluation of the proposed forecaster showed that a 98 percent of the explained variance was captured with a reduced parsimony.

Idioma originalInglés
Título de la publicación alojadaCIS 2009 - 2009 International Conference on Computational Intelligence and Security
Páginas38-41
Número de páginas4
DOI
EstadoPublicada - 1 dic 2009
Evento2009 International Conference on Computational Intelligence and Security, CIS 2009 - Beijing, China
Duración: 11 dic 200914 dic 2009

Serie de la publicación

NombreCIS 2009 - 2009 International Conference on Computational Intelligence and Security
Volumen1

Conferencia

Conferencia2009 International Conference on Computational Intelligence and Security, CIS 2009
País/TerritorioChina
CiudadBeijing
Período11/12/0914/12/09

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