Short-term time series prediction based on sceleton algebraic sequences with internal smoothing
Articles
Rita Palivonaitė
Kauno technologijos universitetas
Minvydas Ragulskis
Kauno technologijos universitetas
Published 2012-12-25
https://doi.org/10.15388/LMR.B.2012.17
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Keywords

Hankel matrix
time series forecasting
algebraic sequence

How to Cite

Palivonaitė R. and Ragulskis M. (2012) “Short-term time series prediction based on sceleton algebraic sequences with internal smoothing”, Lietuvos matematikos rinkinys, 53(B), pp. 90–95. doi: 10.15388/LMR.B.2012.17.

Abstract

An improved algebraic forecasting method with internal smoothing is proposed for short-term time series prediction. The concept of the H-rank is proposed for the detection of a base fragment of the sequence. Numerical experiments with artificially generated and real-world time series are used to illustrate the forecast method.

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