. Although the traditional autoregressive integrated moving average (ARIMA) model has been one of the most popular linear models … in time series forecasting, the ARIMA model cannot capture nonlinear patterns. The least squares support vector machine …. Therefore, we propose a novel hybrid methodology that exploits the unique strength of the ARIMA and LSSVM models in forecasting …

integrated moving average model (ARIMA), and the back propagation neural network (BPNN) can be used to make forecasts based on … time series. In this paper, a hybrid approach combining ESM, ARIMA, and BPNN is proposed to be the most advantageous of all … models, including ESM, ARIMA, BPNN, the equal weight hybrid model (EWH), and the random walk model (RWM). …