A new spectral conjugate gradient method and ARIMA combined forecasting model and application
It is of great practical significance to fit and predict actual time series. Based on the theories of time series analysis and unconstrained optimization, a new spectral conjugate gradient method–autoregressive integrated moving average combined model (FHS spectral CG–ARIMA combined model) is propos...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
2018-09-01
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| Series: | Journal of Algorithms & Computational Technology |
| Online Access: | https://doi.org/10.1177/1748301818779004 |
| _version_ | 1818399096992432128 |
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| author | Rui Shan Guofang Wang Wei Huang Jingyi Zhao Wen Liu |
| author_facet | Rui Shan Guofang Wang Wei Huang Jingyi Zhao Wen Liu |
| author_sort | Rui Shan |
| collection | DOAJ |
| description | It is of great practical significance to fit and predict actual time series. Based on the theories of time series analysis and unconstrained optimization, a new spectral conjugate gradient method–autoregressive integrated moving average combined model (FHS spectral CG–ARIMA combined model) is proposed to fit and predict the actual time series. First, combining the characteristics and advantages of different CG methods, we propose Fang–Hestenes–Stiefel algorithm (FHS). FHS satisfies the automatic descent property and has global convergence under the reasonable assumptions and Wolfe search. Second, many numerical results have been given there: compared with other related algorithms, FHS algorithm has obvious advantages. Third, FHS spectral CG–ARIMA combined model is given in detail. Fourth, the combined model is applied to fit the actual time series and the fitting effect is found to be remarkable. |
| first_indexed | 2024-12-14T07:15:15Z |
| format | Article |
| id | doaj.art-cb216d47558947c6abe60e5998a1bd8c |
| institution | Directory Open Access Journal |
| issn | 1748-3018 1748-3026 |
| language | English |
| last_indexed | 2024-12-14T07:15:15Z |
| publishDate | 2018-09-01 |
| publisher | SAGE Publishing |
| record_format | Article |
| series | Journal of Algorithms & Computational Technology |
| spelling | doaj.art-cb216d47558947c6abe60e5998a1bd8c2022-12-21T23:11:43ZengSAGE PublishingJournal of Algorithms & Computational Technology1748-30181748-30262018-09-011210.1177/1748301818779004A new spectral conjugate gradient method and ARIMA combined forecasting model and applicationRui ShanGuofang WangWei HuangJingyi ZhaoWen LiuIt is of great practical significance to fit and predict actual time series. Based on the theories of time series analysis and unconstrained optimization, a new spectral conjugate gradient method–autoregressive integrated moving average combined model (FHS spectral CG–ARIMA combined model) is proposed to fit and predict the actual time series. First, combining the characteristics and advantages of different CG methods, we propose Fang–Hestenes–Stiefel algorithm (FHS). FHS satisfies the automatic descent property and has global convergence under the reasonable assumptions and Wolfe search. Second, many numerical results have been given there: compared with other related algorithms, FHS algorithm has obvious advantages. Third, FHS spectral CG–ARIMA combined model is given in detail. Fourth, the combined model is applied to fit the actual time series and the fitting effect is found to be remarkable.https://doi.org/10.1177/1748301818779004 |
| spellingShingle | Rui Shan Guofang Wang Wei Huang Jingyi Zhao Wen Liu A new spectral conjugate gradient method and ARIMA combined forecasting model and application Journal of Algorithms & Computational Technology |
| title | A new spectral conjugate gradient method and ARIMA combined forecasting model and application |
| title_full | A new spectral conjugate gradient method and ARIMA combined forecasting model and application |
| title_fullStr | A new spectral conjugate gradient method and ARIMA combined forecasting model and application |
| title_full_unstemmed | A new spectral conjugate gradient method and ARIMA combined forecasting model and application |
| title_short | A new spectral conjugate gradient method and ARIMA combined forecasting model and application |
| title_sort | new spectral conjugate gradient method and arima combined forecasting model and application |
| url | https://doi.org/10.1177/1748301818779004 |
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