Some examples of application for predicting of compressive sensing method

07/26/2019
by   Nicholas Rowe, et al.
0

This paper considers application of the SALSA algorithm as a method of forecasting and applies it to simulated electrical signal, temperature recording from the Australian Bureau of Meteorology and stock prices from the Australian stock exchange. It compares it to basic linear extrapolation and casual smoothing extrapolation, in all cases SALSA extrapolation proves to be a better method of forecasting than linear extrapolation. However, it cannot be imperially stated that it is superior to Causal smoothing extrapolation in complex systems as it has a higher L2 euclidean in these experiments. while usually retaining more shape and statistical elements of the original function than Causal smoothing extrapolation. Leading to the conclusion the Causal Smoothing extrapolation can provide a more conservative forecast for complex systems while the SALSA algorithm more accurately predicts the range of possible events as well as being the superior forecasting method for electrical signals, the physical process it is designed to forecast.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
09/19/2019

Gradient Boost with Convolution Neural Network for Stock Forecast

Market economy closely connects aspects to all walks of life. The stock ...
research
08/14/2019

Monthly electricity consumption forecasting by the fruit fly optimization algorithm enhanced Holt-Winters smoothing method

The electricity consumption forecasting is a critical component of the i...
research
11/09/2021

Analysis of Sectoral Profitability of the Indian Stock Market Using an LSTM Regression Model

Predictive model design for accurately predicting future stock prices ha...
research
04/17/2019

Stock Forecasting using M-Band Wavelet-Based SVR and RNN-LSTMs Models

The task of predicting future stock values has always been one that is h...
research
05/24/2022

Forecasting Multilinear Data via Transform-Based Tensor Autoregression

In the era of big data, there is an increasing demand for new methods fo...
research
03/17/2023

Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices

This paper presents a new method for combining (or aggregating or ensemb...
research
08/21/2019

Computing System Congestion Management Using Exponential Smoothing Forecasting

An overloaded computer must finish what it starts and not start what wil...

Please sign up or login with your details

Forgot password? Click here to reset