An Ensemble Model of Arima and Ann with Restricted Boltzmann Machine Based on Decomposition of Discrete Wavelet Transform for Time Series Forecasting

• Main Authors: Warut Pannakkong, Songsak Sriboonchitta, Van Nam Huynh
• Format: Journal
• Published: 2018
• Subjects: Computer Science; Engineering
• Online Access: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85054363610&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/62645
• Institution: Chiang Mai University

© 2018, Systems Engineering Society of China and Springer-Verlag GmbH Germany, part of Springer Nature. Time series forecasting research area mainly focuses on developing effective forecasting models to improve prediction accuracy. An ensemble model composed of autoregressive integrated moving avera...