2020
DOI: 10.1111/itor.12908
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Recursive linear models optimized by bioinspired metaheuristics to streamflow time series prediction

Abstract: Time series forecasting problems are often addressed using linear techniques, especially the autoregressive (AR) models, due to their simplicity combined with good performances. It is possible to generalize a linear predictor by allowing infinite impulse response (IIR) through the addition of feedback loops, as occurs in the autoregressive and moving average (ARMA) models and IIR filters. However, the calculation of the free coefficients of these structures is more complex, as the optimization problem has no c… Show more

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Cited by 12 publications
(8 citation statements)
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“…It is clear that the linear ARIMA model did not overcome any machine learning approach. One possibility of enhancing its prediction capability is to use bio-inspired metaheuristics [75]. Regarding the other single models, we observe high variability in terms of the performance or dispersion.…”
Section: Discussionmentioning
confidence: 89%
“…It is clear that the linear ARIMA model did not overcome any machine learning approach. One possibility of enhancing its prediction capability is to use bio-inspired metaheuristics [75]. Regarding the other single models, we observe high variability in terms of the performance or dispersion.…”
Section: Discussionmentioning
confidence: 89%
“…Regarding the forecasting models, an investigation must be developed to analyze the approaches to deal with multi-step horizons [49]. Also, some models have stood out in the current days, among linear [50], nonlinear [51], and combination proposals [52][53] that can be used considering the perspectives of this work.…”
Section: Discussionmentioning
confidence: 99%
“…In this work, 6 variations of the GA are used, all of them based on the premises described as follows [38,41,46]:…”
Section: Methodology For Simulation Analysis 411 Ga Variationsmentioning
confidence: 99%