DNA Optimization Threshold Autoregressive Prediction Model and Its Application in Ice Condition Time Series
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2011-10-09
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
There are many parameters which are very difficult to calibrate in the threshold autoregressive prediction model for nonlinear time series.
The threshold value, autoregressive coefficients, and the delay time are key parameters in the threshold autoregressive prediction model.
To improve prediction precision and reduce the uncertainties in the determination of the above parameters, a new DNA (deoxyribonucleic acid) optimization threshold autoregressive prediction model (DNAOTARPM) is proposed by combining threshold autoregressive method and DNA optimization method.
The above optimal parameters are selected by minimizing objective function.
Real ice condition time series at Bohai are taken to validate the new method.
The prediction results indicate that the new method can choose the above optimal parameters in prediction process.
Compared with improved genetic algorithm threshold autoregressive prediction model (IGATARPM) and standard genetic algorithm threshold autoregressive prediction model (SGATARPM), DNAOTARPM has higher precision and faster convergence speed for predicting nonlinear ice condition time series.
American Psychological Association (APA)
Yang, Xiaohua& Li, Yu-Qi. 2011. DNA Optimization Threshold Autoregressive Prediction Model and Its Application in Ice Condition Time Series. Mathematical Problems in Engineering،Vol. 2012, no. 2012, pp.1-10.
https://search.emarefa.net/detail/BIM-1029501
Modern Language Association (MLA)
Yang, Xiaohua& Li, Yu-Qi. DNA Optimization Threshold Autoregressive Prediction Model and Its Application in Ice Condition Time Series. Mathematical Problems in Engineering No. 2012 (2012), pp.1-10.
https://search.emarefa.net/detail/BIM-1029501
American Medical Association (AMA)
Yang, Xiaohua& Li, Yu-Qi. DNA Optimization Threshold Autoregressive Prediction Model and Its Application in Ice Condition Time Series. Mathematical Problems in Engineering. 2011. Vol. 2012, no. 2012, pp.1-10.
https://search.emarefa.net/detail/BIM-1029501
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1029501