Title:

Construction of prior model probability distributions for time series

Subtitle:

Raport Badawczy = Research Report ; RB/41/2015

Creator:

Hryniewicz, Olgierd (1948– ) ; Kaczmarek-Majer, Katarzyna

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Date issued/created:

2015

Description:

21 pages ; 21 cm ; Bibliography p. 18-21

Subject and Keywords:

Linguistic summaries ; Time series ; Podsumowania lingwistyczne ; Szereg czasowy ; Forecasting ; Bayesian analysis ; Prognozowanie

Abstract:

The paper presents the incorporation of linguistic summaries into the construction of forecasting models. Instead of defining probability distributions, the user validates expected trends and the system creates the probability distributions automatically. Linguistic summaries are constructed as linguistically quantified sentences mined from databases, that may be exemplified by 'Among all increasing trends, most are short'. The proposed approach is evaluated with experiments on real-life time series from the pharmaceutical market and the M3 Competition benchmark datasets.

Relation:

Raport Badawczy = Research Report

Resource type:

Text

Detailed Resource Type:

Report

Source:

RB-2015-41

Language:

eng

Language of abstract:

eng

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Access:

Open