Time series forecasting based on wavelet filtering
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Joo, Tae Woo | - |
dc.contributor.author | Kim, Seoung Bum | - |
dc.date.accessioned | 2021-09-04T16:05:03Z | - |
dc.date.available | 2021-09-04T16:05:03Z | - |
dc.date.created | 2021-06-18 | - |
dc.date.issued | 2015-05-15 | - |
dc.identifier.issn | 0957-4174 | - |
dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/93551 | - |
dc.description.abstract | Forecasting time series data is one of the most important issues involved in numerous applications in real life. Time series data have been analyzed in either the time or frequency domains. The objective of this study is to propose a forecasting method based on wavelet filtering. The proposed method decomposes the original time series into the trend and variation parts and constructs a separate model for each part. Simulation and real case studies were conducted to examine the properties of the proposed method under various scenarios and compare its performance with time series forecasting models without wavelet filtering. The results from both simulated and real data showed that the proposed method based on wavelet filtering yielded more accurate results than the models without wavelet filtering in terms of mean absolute percentage error criterion. (C) 2015 Elsevier Ltd. All rights reserved. | - |
dc.language | English | - |
dc.language.iso | en | - |
dc.publisher | PERGAMON-ELSEVIER SCIENCE LTD | - |
dc.subject | SIGNAL CLASSIFICATION | - |
dc.subject | DECOMPOSITION | - |
dc.subject | DIAGNOSIS | - |
dc.subject | SYSTEM | - |
dc.title | Time series forecasting based on wavelet filtering | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | Kim, Seoung Bum | - |
dc.identifier.doi | 10.1016/j.eswa.2015.01.026 | - |
dc.identifier.scopusid | 2-s2.0-84922321759 | - |
dc.identifier.wosid | 000356904100004 | - |
dc.identifier.bibliographicCitation | EXPERT SYSTEMS WITH APPLICATIONS, v.42, no.8, pp.3868 - 3874 | - |
dc.relation.isPartOf | EXPERT SYSTEMS WITH APPLICATIONS | - |
dc.citation.title | EXPERT SYSTEMS WITH APPLICATIONS | - |
dc.citation.volume | 42 | - |
dc.citation.number | 8 | - |
dc.citation.startPage | 3868 | - |
dc.citation.endPage | 3874 | - |
dc.type.rims | ART | - |
dc.type.docType | Article | - |
dc.description.journalClass | 1 | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
dc.relation.journalResearchArea | Computer Science | - |
dc.relation.journalResearchArea | Engineering | - |
dc.relation.journalResearchArea | Operations Research & Management Science | - |
dc.relation.journalWebOfScienceCategory | Computer Science, Artificial Intelligence | - |
dc.relation.journalWebOfScienceCategory | Engineering, Electrical & Electronic | - |
dc.relation.journalWebOfScienceCategory | Operations Research & Management Science | - |
dc.subject.keywordPlus | SIGNAL CLASSIFICATION | - |
dc.subject.keywordPlus | DECOMPOSITION | - |
dc.subject.keywordPlus | DIAGNOSIS | - |
dc.subject.keywordPlus | SYSTEM | - |
dc.subject.keywordAuthor | ARIMA | - |
dc.subject.keywordAuthor | Forecasting | - |
dc.subject.keywordAuthor | Time series | - |
dc.subject.keywordAuthor | Wavelet transforms | - |
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