International Journal of Computer Applications
Foundation of Computer Science (FCS), NY, USA
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Volume 91 - Issue 5 |
Published: April 2014 |
Authors: S.Alamelu Mangai, S. Kasinathan, K. Alagarsamy, B. Ravi Sankar |
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S.Alamelu Mangai, S. Kasinathan, K. Alagarsamy, B. Ravi Sankar . Hybrid ARIMA-HyFIS Model for Forecasting Univariate Time Series. International Journal of Computer Applications. 91, 5 (April 2014), 38-44. DOI=10.5120/15880-4852
@article{ 10.5120/15880-4852, author = { S.Alamelu Mangai,S. Kasinathan,K. Alagarsamy,B. Ravi Sankar }, title = { Hybrid ARIMA-HyFIS Model for Forecasting Univariate Time Series }, journal = { International Journal of Computer Applications }, year = { 2014 }, volume = { 91 }, number = { 5 }, pages = { 38-44 }, doi = { 10.5120/15880-4852 }, publisher = { Foundation of Computer Science (FCS), NY, USA } }
%0 Journal Article %D 2014 %A S.Alamelu Mangai %A S. Kasinathan %A K. Alagarsamy %A B. Ravi Sankar %T Hybrid ARIMA-HyFIS Model for Forecasting Univariate Time Series%T %J International Journal of Computer Applications %V 91 %N 5 %P 38-44 %R 10.5120/15880-4852 %I Foundation of Computer Science (FCS), NY, USA
In this paper, a novel hybrid model for fitting and forecasting a univariate time series is developed based on ARIMA and HyFIS models. The linear part is fitted using ARIMA model whereas the non-linear residual is fitted using HyFIS model. Clustering technique is used to determine the number of inputs and the membership functions of the HyFIS model. The hybrid model is applied to the wind speed data. The result is analyzed and compared on the basis of standalone ARIMA, standalone HyFIS and for the hybrid ARIMA-HyFIS model.