Estimating the horizon of predictability in time-series predictions using inductive modelling tools
This paper deals with the assessment of how far into the future a time series can be safely predicted using inductive modelling and extrapolation techniques. Three different time series are used to demonstrate the viability of the approaches presented in the paper: one time series representing the w...
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Veröffentlicht in: | International journal of general systems 2011-04, Vol.40 (3), p.263-282 |
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container_title | International journal of general systems |
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creator | López, Josefina Cellier, François E. Cembrano, Gabriela |
description | This paper deals with the assessment of how far into the future a time series can be safely predicted using inductive modelling and extrapolation techniques. Three different time series are used to demonstrate the viability of the approaches presented in the paper: one time series representing the water demand of the city of Barcelona, another characterizing the water demand of a section of the city of Rotterdam, and a third describing weather data for the city of Tucson. Fuzzy inductive reasoning (FIR) is used to predict future values of these time series on the basis of their own past. FIR predictions come with two different built-in measures of confidence that can be used to obtain a quantitative estimate of how far into the future a time series can be predicted. |
doi_str_mv | 10.1080/03081079.2010.536540 |
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Three different time series are used to demonstrate the viability of the approaches presented in the paper: one time series representing the water demand of the city of Barcelona, another characterizing the water demand of a section of the city of Rotterdam, and a third describing weather data for the city of Tucson. Fuzzy inductive reasoning (FIR) is used to predict future values of these time series on the basis of their own past. 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subjects | Aplicacions de la informàtica Aplicacions informàtiques a la física i l‘enginyeria Assessments Demand Estimating Estimating techniques estimation of predictability horizon fuzzy inductive reasoning Fuzzy logic Fuzzy systems inductive modelling Informàtica Marketing Mathematical models Modelling Models matemàtics Predictions Sistemes borrosos Time series time-series prediction Àrees temàtiques de la UPC |
title | Estimating the horizon of predictability in time-series predictions using inductive modelling tools |
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