• 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