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A Novel Hybridization of ARIMA, ANN, and K-Means for Time Series Forecasting

2021· book-chapter· en· W4225674127 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

aboutThe title or abstract carries a Canadian signal from the geographic lexicon.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueIGI Global eBooks · 2021
Typebook-chapter
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsAutoregressive integrated moving averageArtificial neural networkMean squared errorMean absolute percentage errorCluster analysisTime seriesSeries (stratigraphy)Autoregressive modelComputer scienceMoving averageStatisticsData miningMathematicsEconometricsArtificial intelligence

Abstract

fetched live from OpenAlex

This article aims to propose a novel hybrid forecasting model involving autoregressive integrated moving average (ARIMA), artificial neural networks (ANNs) and k-means clustering. The single models and k-means clustering are used to build the hybrid forecasting models in different levels of complexity (i.e. ARIMA; hybrid model of ARIMA and ANNs; and hybrid model of k-means, ARIMA, and ANN). To obtain the final forecasting value, the forecasted values of these three models are combined with the weights generated from the discount mean square forecast error (DMSFE) method. The proposed model is applied to three well-known data sets: Wolf's sunspot, Canadian lynx and the exchange rate (British pound to US dollar) to evaluate the prediction capability in three measures (i.e. MSE, MAE, and MAPE). In addition, the prediction performance of the proposed model is compared to ARIMA; ANNs; Khashei and Bijari's model; and the hybrid model of k-means, ARIMA, and ANN. The obtained results show that the proposed model gives the best performance in MSE, MAE, and MAPE for all three data sets.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.007
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Other · Consensus signal: none
Teacher disagreement score0.386
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.007
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.105
GPT teacher head0.344
Teacher spread0.239 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it