Forecasting Short Time Series with Missing Data by Means of Energy Associated to Series

  • Rivero C
  • Pucheta J
  • Laboret S
  • et al.
N/ACitations
Citations of this article
6Readers
Mendeley users who have this article in their library.

Abstract

In this work an algorithm to predict short times series with missing data by means energy associated of series using artificial neural networks (ANN) is presented. In order to give the prediction one step ahead, a comparison between this and previous work that involves a similar approach to test short time series with uncertainties on their data, indicates that a linear smoothing is a well approximation in order to employ a method for uncompleted datasets. Moreover, in function of the long- or short-term stochastic dependence of the short time series considered, the training process modifies the number of patterns and iterations in the topology according to a heuristic law, where the Hurst parameter H is related with the short times series, of which they are considered as a path of the fractional Brownian motion. The results are evaluated on high roughness time series from solutions of the Mackey-Glass Equation (MG) and cumulative monthly historical rainfall data from San Agustin, Cordoba. A comparison with ANN nonlinear filters is shown in order to see a better performance of the outcomes when the information is taken from geographical point observation.

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Cite

CITATION STYLE

APA

Rivero, C. R., Pucheta, J., Laboret, S., Patiño, D., & Sauchelli, V. (2015). Forecasting Short Time Series with Missing Data by Means of Energy Associated to Series. Applied Mathematics, 06(09), 1611–1619. https://doi.org/10.4236/am.2015.69143

Readers over time

‘16‘18‘19‘20‘2200.511.52

Readers' Seniority

Tooltip

Professor / Associate Prof. 1

33%

Lecturer / Post doc 1

33%

PhD / Post grad / Masters / Doc 1

33%

Readers' Discipline

Tooltip

Engineering 2

67%

Computer Science 1

33%

Save time finding and organizing research with Mendeley

Sign up for free
0