Forecasting Using Information and Entropy Based on Belief Functions

المؤلفون المشاركون

Sriboonchitta, Songsak
Yamaka, Woraphon

المصدر

Complexity

العدد

المجلد 2020، العدد 2020 (31 ديسمبر/كانون الأول 2020)، ص ص. 1-16، 16ص.

الناشر

Hindawi Publishing Corporation

تاريخ النشر

2020-09-01

دولة النشر

مصر

عدد الصفحات

16

التخصصات الرئيسية

الفلسفة

الملخص EN

This paper introduces an entropy-based belief function to the forecasting problem.

While the likelihood-based belief function needs to know the distribution of the objective function for the prediction, the entropy-based belief function does not.

This is because the observed data likelihood is somewhat complex in practice.

We, thus, replace the likelihood function with the entropy.

That is, we propose an approach in which a belief function is built from the entropy function.

As an illustration, the proposed method is compared to the likelihood-based belief function in the simulation and empirical studies.

According to the results, our approach performs well under a wide array of simulated data models and distributions.

There are pieces of evidence that the prediction interval obtained from the frequentist method has a much narrower prediction interval, while our entropy-based method performs the widest.

However, our entropy-based belief function still produces an acceptable range for prediction intervals as the true prediction value always lay in the prediction intervals.

نمط استشهاد جمعية علماء النفس الأمريكية (APA)

Yamaka, Woraphon& Sriboonchitta, Songsak. 2020. Forecasting Using Information and Entropy Based on Belief Functions. Complexity،Vol. 2020, no. 2020, pp.1-16.
https://search.emarefa.net/detail/BIM-1141420

نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)

Yamaka, Woraphon& Sriboonchitta, Songsak. Forecasting Using Information and Entropy Based on Belief Functions. Complexity No. 2020 (2020), pp.1-16.
https://search.emarefa.net/detail/BIM-1141420

نمط استشهاد الجمعية الطبية الأمريكية (AMA)

Yamaka, Woraphon& Sriboonchitta, Songsak. Forecasting Using Information and Entropy Based on Belief Functions. Complexity. 2020. Vol. 2020, no. 2020, pp.1-16.
https://search.emarefa.net/detail/BIM-1141420

نوع البيانات

مقالات

لغة النص

الإنجليزية

الملاحظات

Includes bibliographical references

رقم السجل

BIM-1141420