DocumentCode :
532606
Title :
Wavelet-based evolving neural network forecasting algorithm and its application
Author :
Li, Ying ; Sui, Mengqing
Author_Institution :
Sch. of Bus., East China Univ. of Sci. & Technol., Shanghai, China
Volume :
2
fYear :
2010
fDate :
22-24 Oct. 2010
Abstract :
It´s a focus for researchers to forecast the nonlinear data got from the reality world system. Many methods based on nonlinear models are proposed. In this paper, a forecast model based on the wavelet analysis and the neural network is proposed. Firstly, the wavelet decomposing and reconstruction should be made on the time series studied, and then neural network forecast method is applied on all the time series got from the analysis, the final forecast result is the sum. The daily data of a river is nonlinear data, and the effectiveness of the model is verified by applying the method to the daily data of a river.
Keywords :
forecasting theory; neural nets; time series; wavelet transforms; nonlinear data forecasting; time series; wavelet analysis; wavelet decomposing; wavelet reconstruction; wavelet-based evolving neural network forecasting algorithm; Analytical models; Artificial neural networks; Computational modeling; Discharges; Predictive models; Rivers; Transforms; Forecasting; Neural Network; Time Series; Wavelet Network;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Computer Application and System Modeling (ICCASM), 2010 International Conference on
Conference_Location :
Taiyuan
Print_ISBN :
978-1-4244-7235-2
Electronic_ISBN :
978-1-4244-7237-6
Type :
conf
DOI :
10.1109/ICCASM.2010.5620822
Filename :
5620822
Link To Document :
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