• 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