A Neutrosophic Forecasting Model for Time Series Based on First-Order State and Information Entropy of High-Order Fluctuation
Author | : Hongjun Guan |
Publisher | : Infinite Study |
Total Pages | : 18 |
Release | : |
ISBN-10 | : |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Download or read book A Neutrosophic Forecasting Model for Time Series Based on First-Order State and Information Entropy of High-Order Fluctuation written by Hongjun Guan and published by Infinite Study. This book was released on with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt: In time series forecasting, information presentation directly affects prediction efficiency. Most existing time series forecasting models follow logical rules according to the relationships between neighboring states, without considering the inconsistency of fluctuations for a related period. In this paper, we propose a new perspective to study the problem of prediction, in which inconsistency is quantified and regarded as a key characteristic of prediction rules. First, a time series is converted to a fluctuation time series by comparing each of the current data with corresponding previous data.