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
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