Title
A comparative study of predictive algorithms for time series forecasting
Abstract
Forecasting is an important activity in economics, finance, marketing and various other domains like environmental and social sciences. There are several methods for making forecasts, but they all fall into two categories: causal methods and time series methods. In many cases, predictive algorithms implementing time series are good candidates for forecasting. In this paper we run a comparative study of three of these algorithms: Linear Regression, Support Vector Machines and Multilayer Perceptron in order to determine their performances in term of implementing times series for predictive systems. To assess the performance of these algorithms, we have conducted experiments over four representative datasets. The results exhibit that linear regression produced the best forecasts. The other two algorithms show a good behavior as well.
Year
DOI
Venue
2014
10.1109/CIST.2014.7016596
Information Science and Technology
Keywords
DocType
ISSN
forecasting theory,multilayer perceptrons,regression analysis,support vector machines,time series,causal method,comparative study,linear regression,multilayer perceptron,predictive algorithm,predictive system,support vector machines,time series forecasting,time series method,comparative study,decision support,predictive algorithms,time series forcasting
Conference
2327-185X
ISBN
Citations 
PageRank 
978-1-4799-5978-5
0
0.34
References 
Authors
1
3
Name
Order
Citations
PageRank
Ouahilal Meryem100.34
Jellouli Ismail200.34
El Mohajir Mohammed363.80