Wavelets in Multi-step-ahead forecasting

Created by W.Langdon from gp-bibliography.bib Revision:1.3973

@InProceedings{wavelets_in_forecasting,
  author =       "Mak Kaboudan",
  title =        "Wavelets in Multi-step-ahead forecasting",
  year =         "2005",
  booktitle =    "The 16th IFAC World Congress",
  editor =       "Pavel Zitek",
  address =      "Prague",
  month =        jul # " 4-8",
  organisation = "IFAC",
  publisher =    "Elsevier Science Ltd",
  note =         "A paper presented during",
  email =        "Mak_kaboudan@Redlands.edu",
  keywords =     "genetic algorithms, genetic programming, sunspot
                 numbers",
  URL =          "http://bulldog2.redlands.edu/fac/mak_kaboudan/wavelets_in_forecasting.pdf",
  ISBN =         "0-08-045108-X",
  size =         "6 pages",
  abstract =     "the possibility of obtaining long-into-the-future
                 reliable forecasts of observed nonlinear cyclical
                 phenomena. Unsmoothed monthly sunspot numbers that are
                 characteristically cyclical with nonlinear dynamics as
                 well as their wavelet-transformed and wavelet-denoised
                 series are forecasted through October 2008. The
                 objective is to determine whether modelling
                 wavelet-conversions of a series provides reasonable
                 forecasts. Two computational techniques neural networks
                 and genetic programming are used to model the dynamics
                 of the series. Statistical comparison of their ex post
                 forecasts is then used to identify the data set and
                 computational technique to use under the
                 circumstances.",
  notes =        "Additional info from http://www.ifac.cz/
                 http://www.ecampus.com/book/008045108X",
}

Genetic Programming entries for Mahmoud A Kaboudan

Citations