Application of Heuristic Rules and Genetic Algorithm in ARMA Model Estimation for Time Series Prediction
The first step of forecasting time series is to build an appropriate model. Determining orders and estimation of ARMA model parameters is a challenging field in traditional statistical and intelligent methods. In this paper, genetic algorithm is used for parameter estimation and heuristic rules are...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2016-03-01
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| Series: | Journal of Information Technology Management |
| Subjects: | |
| Online Access: | https://jitm.ut.ac.ir/article_55761_c834d3d6cfe322297c5434d754f6b6af.pdf |