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Advanced Forecasting Techniques with Application to NN5 Time Series

New Bayesian Formulation for Holt's Exponential Smoothing and Comparison of Forecasting Combination Techniques
door Robert Andrawis - Verkocht door Dodax EU
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€ 58,98
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Robert Andrawis Advanced Forecasting Techniques with Application to NN5 Time Series
Robert Andrawis - Advanced Forecasting Techniques with Application to NN5 Time Series

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Levering: tussen 2020-12-02 en 2020-12-04
Verkoop en verzending: Dodax EU

Beschrijving

In this book we analyze the forecasting model that achieved the first rank in the Forecasting Competition for Artificial Neural Networks & Computational Intelligence NN5. The model is based on combination of machine learning and linear models. In addition, the approach and the experiments done to develop this model are explained in details to allow the reader to learn the methodology of developing such optimal models. The book also introduces a Bayesian forecasting approach for Holt's additive exponential smoothing method. Starting from the state space formulation, a formula for the forecast is derived and reduced to a two-dimensional integration that can be computed numerically in a straightforward way. In contrast with much of the work for exponential smoothing, this method produces the forecast density as well. The combinations of forecast are investigated as well in this book. A comparison between different combination methods is introduced with complete case study on tourism demand forecasting in Egypt.

Medewerkers

Auteur Robert Andrawis

Productdetails

DUIN 13QEGF77GF2

GTIN 9783659129629

Taal Engels

Pagina-aantallen 132

Product type Paperback

€ 58,98
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