The Set of Ternary Time Series Forecasting Models Based on the Difference
Hao Feng, Hongxu Wang, Chengguo Yin, Xiaoli Lu · DEStech Transactions on Computer Science and Engineering · 2018
The set of ternary time series forecasting models based on difference is proposed (STD). For a time series, it can select the best time series forecasting model in STD by using the automatic optimal search method. For example, when forecast enrollments data of University of Alabama in 1971~1992, can select the best time series forecasting model Fq(0.000004,0.9,0.000004) in STD by using the automatic optimal search method, and can gain the MSE=0 and AFER=0%. Increasing the best time series forecasting models’ numbers of STD which forecast accuracy reaches its peak.