DocumentCode :
638445
Title :
Toolkit for variative forecasting of time series
Author :
Alsova, O.K. ; Gubarev, V.V. ; Abalov, N.V.
Author_Institution :
Dept. of Comput. Sci., Novosibirsk State Tech. Univ., Novosibirsk, Russia
Volume :
2
fYear :
2013
fDate :
June 28 2013-July 1 2013
Firstpage :
280
Lastpage :
282
Abstract :
In this paper, we describe structure, features, and application examples of the toolkit for variative forecasting of time series (VarForecasts). A set of original algorithms for identification and forecasting of univariate discrete time series is implemented in the system. The toolkit allows for a comprehensive study of time series on the basis of ideas and methods of variative modeling. VarForecasts can be used in different subject areas for analysis and forecasting of discrete time series. Algorithms presented in toolkit have been tested on data on infectious diseases in cities of Russia and hydrological data on inflow of the Ob river. Obtained results allow conclusion on the prospects of the VarForecasts as a means of analysis and forecasting of discrete time series.
Keywords :
forecasting theory; time series; Ob river; Russia; VarForecasts; hydrological data; infectious diseases; univariate discrete time series; variative time series forecasting; Databases; Finance; Forecasting; Meteorology; Presses; Spreadsheet programs; forecasting based on analog year; forecasting model; group method of data handling; infectious diseases; linear and nonlinear regression models; modeleteka; moving forecast; principal components method; quality characteristics of model; river inflow; spectral analysis; time series; toolkit; variative forecasting; variative modeling;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Strategic Technology (IFOST), 2013 8th International Forum on
Conference_Location :
Ulaanbaatar
Print_ISBN :
978-1-4799-0931-5
Type :
conf
DOI :
10.1109/IFOST.2013.6616901
Filename :
6616901
Link To Document :
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