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Title:
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Estimating the horizon of predictability in time-series predictions using inductive modelling tools
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Author:
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López Herrera, Josefina; Cellier, François E.; Cembrano Gennari, Gabriela
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Other authors:
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Universitat Politècnica de Catalunya. Departament de Llenguatges i Sistemes Informàtics; Institut de Robòtica i Informàtica Industrial; Universitat Politècnica de Catalunya. SAC - Sistemes Avançats de Control; Universitat Politècnica de Catalunya. LARCA - Laboratori d'Algorísmia Relacional, Complexitat i Aprenentatge |
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Abstract:
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This paper deals with the assessment of how far into the future a time series can be safely predicted using inductive modelling and extrapolation techniques. Three different time series representing the water demand of the city of Barcelona, another characterizing the water demand of a section of the city of Rotterdam, and a third describing weather data for the city of Tucson. Fuzzy inductive reasoning (FIR) is used to predict future values of these time series on the basis of their own past. FIR predictions come with two different built-in measures of confidence that can be used to obtain a quantitative estimate of how far into the future a time series can be predicted. |
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Abstract:
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Peer Reviewed |
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Subject(s):
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-Àrees temàtiques de la UPC::Informàtica::Aplicacions de la informàtica::Aplicacions informàtiques a la física i l‘enginyeria
-Mathematical models
-Fuzzy systems
-Models matemàtics
-Sistemes borrosos |
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Rights:
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Document type:
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Article - Published version
Article |
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