Multiscale Forecasting Models

• Main Author: Barba Maggi, Lida Mercedes (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Subjects: Artificial intelligence.; Mathematical statistics.; Algebra.; Artificial Intelligence.; Probability and Statistics in Computer Science.

This book presents two new decomposition methods to decompose a time series in intrinsic components of low and high frequencies. The methods are based on Singular Value Decomposition (SVD) of a Hankel matrix (HSVD). The proposed decomposition is used to improve the accuracy of linear and nonlinear a...

Table of Contents:

• Dedication
• Foreword
• Preface
• Acknowledgement
• List of Tables
• List of Figures
• Acronyms
• 1. Times Series Analysis
• 2. Forecasting based on Hankel Singular Value Decomposition
• 3.Multi-step ahead forecasting
• 4. Multilevel Singular Value Decomposition.