On an instance of the inverse shortest paths problem
Mathematical Programming: Series A and B
On the use of an inverse shortest paths algorithm for recovering linearly correlated costs
Mathematical Programming: Series A and B
Calculating some inverse linear programming problems
Journal of Computational and Applied Mathematics
A strongly polynomial algorithm for the inverse shortest arborescence problem
Discrete Applied Mathematics
An application of fuzzy goal programming to a multiobjective project network problem
Fuzzy Sets and Systems
Operations Research
Linear Programming and Network Flows
Linear Programming and Network Flows
A decision support system methodology for forecasting of time series based on soft computing
Computational Statistics & Data Analysis
Expert Systems with Applications: An International Journal
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In the last two decades there have been substantial developments in the mathematical theory of inverse optimization problems, and their applications have expanded greatly. In parallel, time series analysis and forecasting have become increasingly important in various fields of research such as data mining, economics, business, engineering, medicine, politics, and many others. Despite the large uses of linear programming in forecasting models there is no a single application of inverse optimization reported in the forecasting literature when the time series data is available. Thus the goal of this paper is to introduce inverse optimization into forecasting field, and to provide a streamlined approach to time series analysis and forecasting using inverse linear programming. An application has been used to demonstrate the use of inverse forecasting developed in this study.