An Empirical Study of Integrating Independent Component Analysis and Combined Forecasting for Time Series Data
碩士 === 國立宜蘭大學 === 應用經濟與管理學系應用經濟學碩士班 === 102 === In this study, we use several forecasting methods via Independent Component Analysis Whitening process to get eigenvalues of components, and then we integrate concept of eigenvalue weight with Combined Forecasting. Finally, we create a new Combined For...
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ndltd-TW-102NIU004120082019-05-15T21:24:13Z http://ndltd.ncl.edu.tw/handle/33dxaf An Empirical Study of Integrating Independent Component Analysis and Combined Forecasting for Time Series Data 結合獨立成份分析與組合預測於時間序列資料之實證研究 Guan-Yu Zhou 周冠宇 碩士 國立宜蘭大學 應用經濟與管理學系應用經濟學碩士班 102 In this study, we use several forecasting methods via Independent Component Analysis Whitening process to get eigenvalues of components, and then we integrate concept of eigenvalue weight with Combined Forecasting. Finally, we create a new Combined Forecasting method. In research we consider all the possible combinations of weighted average between weight values and forecast values. In order to make the operation more quickly, so we according to the actual values and predicted values of the datas, and then we use their historical data to figure out the Mean Absolute Error(MAE)or the Root Mean Square Error(RMSE)as the basis of decision weights that are used to allocate weights and create the direct allocating method whereby achieve the purpose of simplification the all possible method. In empirical analysis, we use the four test cases and four actual cases about the traffic statistics to predict performance evaluation and make comparison. Experimental results show direct allocating method and all possible method can outperform single forecasting method. They can outperform arithmetic average method and inverse variance method for statistics of traffic prediction. This finding can be used as the statistics of traffic prediction method for reference. Finally, we collate case study results, so we suggest that research can also apply to other data in the areas of forecasting. For example, price statistics, labor statistics, finance statistics, population statistics, environmental protection statistics, etc. Feng-Jenq Lin 林豐政 2014 學位論文 ; thesis 115 zh-TW |
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碩士 === 國立宜蘭大學 === 應用經濟與管理學系應用經濟學碩士班 === 102 === In this study, we use several forecasting methods via Independent Component Analysis Whitening process to get eigenvalues of components, and then we integrate concept of eigenvalue weight with Combined Forecasting. Finally, we create a new Combined Forecasting method.
In research we consider all the possible combinations of weighted average between weight values and forecast values. In order to make the operation more quickly, so we according to the actual values and predicted values of the datas, and then we use their historical data to figure out the Mean Absolute Error(MAE)or the Root Mean Square Error(RMSE)as the basis of decision weights that are used to allocate weights and create the direct allocating method whereby achieve the purpose of simplification the all possible method. In empirical analysis, we use the four test cases and four actual cases about the traffic statistics to predict performance evaluation and make comparison.
Experimental results show direct allocating method and all possible method can outperform single forecasting method. They can outperform arithmetic average method and inverse variance method for statistics of traffic prediction. This finding can be used as the statistics of traffic prediction method for reference. Finally, we collate case study results, so we suggest that research can also apply to other data in the areas of forecasting. For example, price statistics, labor statistics, finance statistics, population statistics, environmental protection statistics, etc.
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author2 |
Feng-Jenq Lin |
author_facet |
Feng-Jenq Lin Guan-Yu Zhou 周冠宇 |
author |
Guan-Yu Zhou 周冠宇 |
spellingShingle |
Guan-Yu Zhou 周冠宇 An Empirical Study of Integrating Independent Component Analysis and Combined Forecasting for Time Series Data |
author_sort |
Guan-Yu Zhou |
title |
An Empirical Study of Integrating Independent Component Analysis and Combined Forecasting for Time Series Data |
title_short |
An Empirical Study of Integrating Independent Component Analysis and Combined Forecasting for Time Series Data |
title_full |
An Empirical Study of Integrating Independent Component Analysis and Combined Forecasting for Time Series Data |
title_fullStr |
An Empirical Study of Integrating Independent Component Analysis and Combined Forecasting for Time Series Data |
title_full_unstemmed |
An Empirical Study of Integrating Independent Component Analysis and Combined Forecasting for Time Series Data |
title_sort |
empirical study of integrating independent component analysis and combined forecasting for time series data |
publishDate |
2014 |
url |
http://ndltd.ncl.edu.tw/handle/33dxaf |
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