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A Hybrid Algorithm for Combining Forecasting Based on AFTER-PSO

  • Conference paper
PRICAI 2004: Trends in Artificial Intelligence (PRICAI 2004)

Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 3157))

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Abstract

A novel hybrid algorithm based on the AFTER (Aggregated forecast through exponential re-weighting) and the modified particle swarm optimization (PSO) is proposed. The combining weights in the hybrid algorithm are trained by the modified PSO. The linear constraints are added in the PSO to ensure that the sum of the combining weights is equal to one. Simulated results on the prediction of the stocks data show the effectiveness of the hybrid algorithm.

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References

  1. Bates, J.N., Granger, C.W.J.: The combination of forecasts. Operations Research Quarterly 20, 319–325 (1969)

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  2. Kennedy, J., Eberhart, R.C.: Particle swarm optimization. In: Proceedings of the IEEE International Conference on Neural Networks, vol. IV (1942-1948)

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Author information

Authors and Affiliations

  1. College of Computer Science and Technology, Jilin University, Key Laboratory of Symbol Computation and Knowledge Engineering of the Ministry of Education, Changchun, 130012, China

    Xiaoyue Feng, Yanchun Liang, Yanfeng Sun, Chunguang Zhou & Yan Wang

  2. Institute of High Performance Computing, Singapore, 117528, Singapore

    Yanchun Liang & Heow Pueh Lee

Authors
  1. Xiaoyue Feng
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  2. Yanchun Liang
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  3. Yanfeng Sun
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  4. Heow Pueh Lee
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  5. Chunguang Zhou
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  6. Yan Wang
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Editor information

Editors and Affiliations

  1. Faculty of Engineering and Information Technology, Centre for Quantum Computation and Intelligent Systems, and Australian ACS National Committee for Artificial Intelligence, University of Technology, Sydney, Australia

    Chengqi Zhang

  2. Department of Computer Science, Auckland University of Technology, 1020, Auckland, New Zealand

    Hans W. Guesgen

  3. Artificial Intelligence Technology Centre, Auckland University of Technology, Auckland, New Zealand

    Wai-Kiang Yeap

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© 2004 Springer-Verlag Berlin Heidelberg

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Cite this paper

Feng, X., Liang, Y., Sun, Y., Lee, H.P., Zhou, C., Wang, Y. (2004). A Hybrid Algorithm for Combining Forecasting Based on AFTER-PSO. In: Zhang, C., W. Guesgen, H., Yeap, WK. (eds) PRICAI 2004: Trends in Artificial Intelligence. PRICAI 2004. Lecture Notes in Computer Science(), vol 3157. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-28633-2_105

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  • DOI: https://doi.org/10.1007/978-3-540-28633-2_105

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-22817-2

  • Online ISBN: 978-3-540-28633-2

  • eBook Packages: Springer Book Archive

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