Pseudospectra of Linear Operators
SIAM Review
Swarm intelligence
Time Series Analysis: Forecasting and Control
Time Series Analysis: Forecasting and Control
Parameter Selection in Particle Swarm Optimization
EP '98 Proceedings of the 7th International Conference on Evolutionary Programming VII
The particle swarm optimization algorithm: convergence analysis and parameter selection
Information Processing Letters
Clustering short time series gene expression data
Bioinformatics
Short-term prediction models for server management in Internet-based contexts
Decision Support Systems
A soft computing system for day-ahead electricity price forecasting
Applied Soft Computing
Support Vector Echo-State Machine for Chaotic Time-Series Prediction
IEEE Transactions on Neural Networks
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A new algebraic forecasting method with internal smoothing is proposed for short-term time series prediction. The concept of the H-rank of a sequence is exploited for the detection of a base algebraic fragment of the time series. Evolutionary algorithms are exploited for the identification of the set of corrections which are used to perturb the original time series. The proposed forecasting method is constructed to find a near-optimal balance between the variability of algebraic predictors and the smoothness of averaging methods. Numerical experiments with an artificially generated and real-world time series are used to illustrate the potential of the proposed method.