Title of article :
Optimization of continuous ranked probability score using PSO
Author/Authors :
Mohammadi، Seyedeh Atefeh نويسنده Industrial engineering department, Technology development institute (ACECR), Tehran, Iran , , Rahmani Nikooie، Morteza نويسنده Department of Management, College of Human Science, Yazd Science and Research Branch, Islamic Azad University, Yazd, Iran , , Azadi، Majid نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی 13 سال 2015
Pages :
6
From page :
373
To page :
378
Abstract :
Weather forecast has been a major concern in various industries such as agriculture, aviation, maritime, tourism, transportation, etc. A good weather prediction may reduce natural disasters and unexpected events. This paper presents an empirical investigation to predict weather temperature using minimization of continuous ranked probability score (CRPS). The mean and standard deviation of normal density function are linear combination of the components of ensemble system. The resulted optimization model has been solved using particle swarm optimization (PSO) and the results are compared with Broyden–Fletcher–Goldfarb–Shanno (BFGS) method. The preliminary results indicate that the proposed PSO provides better results in terms of CRPS deviation criteria than the alternative BFGS method.
Journal title :
Decision Science Letters
Serial Year :
2015
Journal title :
Decision Science Letters
Record number :
2037007
Link To Document :
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