A Set of Three Variables Time Series Prediction Model Based on Difference Method

Ying-jie SHI, Hong-xu WANG, Cheng-guo YIN, Hao FENG, Xiao-li LU

Abstract


This paper proposed a set of three variables time series prediction model based on difference method(ASTD). When forecasting the registered number at the University of Alabama in 1971~1992 years, the computer can find prediction model as Fx(0.000004,0.9,0.000004) using automatic optimization search method, which can make the mean square error MSE=0 and the average prediction error rate AFER=0%. For any time series, this prediction accuracy can be obtained, which improved comprehensively the prediction accuracy of the existing fuzzy time series forecasting model.

Keywords


Difference, Three variables time series prediction model, Automatic optimization search method


DOI
10.12783/dtcse/mmsta2017/19614

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