DocumentCode :
2349018
Title :
Estimating time series future optima using a steepest descent methodology as a backtracker
Author :
Lisgara, Eleni G. ; Androulakis, George S.
Author_Institution :
Dept. of Bus. Adm., Univ. of Patras, Rio
fYear :
2008
fDate :
20-22 Oct. 2008
Firstpage :
893
Lastpage :
898
Abstract :
Recently it was produced a backtrack technique for the efficient approximation of a time seriespsila future optima. Such an estimation is succeeded based on a selection of sequenced points produced from the repetitive process of the continuous optima finding. Additionally, it is shown that if any time series is treated as an objective function subject to the factors affecting its future values, the use of any optimization technique finally points local optimum and therefore enables accurate prediction making. In this paper the backtrack technique is compiled with a steepest descent methodology towards optimization.
Keywords :
finance; optimisation; time series; backtrack technique; continuous optima finding; objective function; optimization technique; prediction making; steepest descent methodology; time series; time series future optima estimation; Agriculture; Computer science; Equations; Finance; History; Information technology; Meteorology; Optimization methods; Temperature; Yttrium;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Computer Science and Information Technology, 2008. IMCSIT 2008. International Multiconference on
Conference_Location :
Wisia
Print_ISBN :
978-83-60810-14-9
Type :
conf
DOI :
10.1109/IMCSIT.2008.4747348
Filename :
4747348
Link To Document :
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