An Enriched Prediction Intervals Construction Method with Hybrid Intelligent Optimization
Joint Authors
Zhang, Guoyong
Lu, Jiazheng
Li, Bo
Liu, Yu
Guo, Jun
Source
Mathematical Problems in Engineering
Issue
Vol. 2018, Issue 2018 (31 Dec. 2018), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2018-12-03
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
Prediction intervals (PIs), within which future observations of time series are expected to fall, are a powerful method for uncertainty modeling and forecasting.
This paper presents the construction of optimal PIs using an enriched extreme learning machine (ELM)-based method.
While quality evaluation indices for PIs on reliability and sharpness of prediction results have been defined in the literature, this paper proposes a new PIs evaluation index, robustness, which focuses on the forecasting error.
Combined with the above three indices, a more comprehensive objective function is then formed for optimal PIs construction.
The paper also proposes an efficient hybrid quantum-behaved particle swarm optimization method with bacterial foraging mechanism to optimize the parameters in the ELM model.
The effectiveness of the additional robustness index and the proposed improved ELM approach in determining higher quality PIs is demonstrated by applying them to PIs constructions for the cases of prediction in different datasets.
American Psychological Association (APA)
Lu, Jiazheng& Zhang, Guoyong& Li, Bo& Liu, Yu& Guo, Jun. 2018. An Enriched Prediction Intervals Construction Method with Hybrid Intelligent Optimization. Mathematical Problems in Engineering،Vol. 2018, no. 2018, pp.1-10.
https://search.emarefa.net/detail/BIM-1207720
Modern Language Association (MLA)
Lu, Jiazheng…[et al.]. An Enriched Prediction Intervals Construction Method with Hybrid Intelligent Optimization. Mathematical Problems in Engineering No. 2018 (2018), pp.1-10.
https://search.emarefa.net/detail/BIM-1207720
American Medical Association (AMA)
Lu, Jiazheng& Zhang, Guoyong& Li, Bo& Liu, Yu& Guo, Jun. An Enriched Prediction Intervals Construction Method with Hybrid Intelligent Optimization. Mathematical Problems in Engineering. 2018. Vol. 2018, no. 2018, pp.1-10.
https://search.emarefa.net/detail/BIM-1207720
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1207720