Construction of a new BRB based model for time series forecasting
A new BRB based forecasting model that can use the hybrid information is proposed. A model selection criterion is defined to determine the delay step of the BRB based forecasting model. An optimal algorithm for training the parameters of the forecasting model is further developed. A case study is examined to demonstrate the ability of the newly proposed forecasting model.
time series forecasting model selection belief rule base bayesian reasoning akaike's information criterion