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Título: | Estimating the horizon of predictability in time-series predictions using inductive modelling tools |
Autor: | López, Josefina; Cellier, François E.; Cembrano, Gabriela CSIC ORCID | Palabras clave: | Fuzzy inductive reasoning Estimation of predictability horizon Time\-series prediction Inductive modelling |
Fecha de publicación: | 2011 | Editor: | Taylor & Francis | Citación: | International Journal of General Systems 40(3): 263-282 (2011) | Resumen: | 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 are used to demonstrate the viability of the approaches presented in the paper: one 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. | Versión del editor: | http://dx.doi.org/10.1080/03081079.2010.536540 | URI: | http://hdl.handle.net/10261/96804 | DOI: | 10.1080/03081079.2010.536540 | Identificadores: | doi: 10.1080/03081079.2010.536540 issn: 0308-1079 e-issn: 1563-5104 |
Aparece en las colecciones: | (IRII) Artículos |
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Estimating the horizon.pdf | 351,82 kB | Unknown | Visualizar/Abrir |
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