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• W4309268410 startingPage "1145" @default.
• W4309268410 abstract "Accurate time series prediction techniques are becoming fundamental to modern decision support systems. As massive data processing develops in its practicality, machine learning (ML) techniques applied to time series can automate and improve prediction models. The radical novelty of this paper is the development of a hybrid model that combines a new approach to the classical Kalman filter with machine learning techniques, i.e., support vector regression (SVR) and nonlinear autoregressive (NAR) neural networks, to improve the performance of existing predictive models. The proposed hybrid model uses, on the one hand, an improved Kalman filter method that eliminates the convergence problems of time series data with large error variance and, on the other hand, an ML algorithm as a correction factor to predict the model error. The results reveal that our hybrid models obtain accurate predictions, substantially reducing the root mean square and absolute mean errors compared to the classical and alternative Kalman filter models and achieving a goodness of fit greater than 0.95. Furthermore, the generalization of this algorithm was confirmed by its validation in two different scenarios." @default.
• W4309268410 created "2022-11-25" @default.
• W4309268410 creator A5003843086 @default.
• W4309268410 creator A5023829720 @default.
• W4309268410 creator A5085934712 @default.
• W4309268410 date "2022-11-16" @default.
• W4309268410 modified "2023-10-01" @default.
• W4309268410 title "A New Predictive Algorithm for Time Series Forecasting Based on Machine Learning Techniques: Evidence for Decision Making in Agriculture and Tourism Sectors" @default.
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