Hybrid approach for time series forecasting based on a penalty p-spline and evolutionary optimization

In this work, a hybrid-forecasting model is proposed. The model includes a recursive penalty P-spline with parameters adaptation based on evolutionary optimization algorithms. In short-term forecasting, especially in real-time systems, the urgent task is to increase the forecast speed without compro...

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Bibliographic Details
Main Authors: E.A. Kochegurova, E.Yu. Repina, O.B. Tsekhan
Format: Article
Language:English
Published: Samara National Research University 2020-10-01
Series:Компьютерная оптика
Subjects:
Online Access:http://www.computeroptics.smr.ru/eng/KO/Annot/KO44-5/440517e.html