Publication

Estimating the horizon of predictability in time-series predictions using inductive modelling tools

Journal Article (2011)

Journal

International Journal of General Systems

Pages

263-282

Volume

40

Number

3

Doc link

http://dx.doi.org/10.1080/03081079.2010.536540

File

Download the digital copy of the doc pdf document

Abstract

This paper deals with the assessment of how far into the future a time series can be safely predicted using inductive modelling and extrapolation techniques. Three different time series are used to demonstrate the viability of the approaches presented in the paper: one time series representing the water demand of the city of Barcelona, another characterizing the demand of a section of Rotterdam.

Categories

control theory, optimisation.

Author keywords

inductive modelling, time-series prediction, fuzzy inductive reasoning, estimation of predictability horizon

Scientific reference

J. López, F.E. Cellier and G. Cembrano. Estimating the horizon of predictability in time-series predictions using inductive modelling tools. International Journal of General Systems, 40(3): 263-282, 2011.