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Time Series Forecasting With a Learning Algorithm : An Approximate Dynamic Programming Approach

Collado, Ricardo - 2019

We consider the basic problem of refi tting a time series over a finite period of time and formulate it as a stochastic dynamic program. By changing the underlying Markov decision process we are able to obtain a model that at optimality considers historical data as well as forecasts of future...

Persistent link: https://www.econbiz.de/10012894079

Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling

Lohmann, Timo; Hering, Amanda S.; Rebennack, Steffen - In: European journal of operational research : EJOR 255 (2016) 1, pp. 243-258

Persistent link: https://www.econbiz.de/10011530864

Concepts of Forecast and Decision Horizons : Applications to Dynamic Stochastic Optimization Problems

Bes, Christian - 2015

Focuses on a study which developed a framework for forecast and decision horizons. Definition of finite and infinite horizon stochastic optimization problems for a given forecast; Description of the general framework; Conditions for the existence of a solution horizon; Development of sufficient...

Persistent link: https://www.econbiz.de/10012750265

Multi-period power utility optimization under stock return predictability

Bodnar, Taras; Ivasiuk, Dmytro; Parolya, Nestor; … - In: Computational management science 20 (2023) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10014228499

Developing a flexible manufacturing control system considering mixed uncertain predictive maintenance model : a simulation-based optimization approach

Shahbazi, Behrooz; Rahmati, Habib A. - In: Operations research forum 2 (2021) 4, pp. 1-43

Persistent link: https://www.econbiz.de/10012663056

Distributionally robust inventory control when demand is a martingale

Xin, Linwei; Goldberg, David Alan - In: Mathematics of operations research 47 (2022) 3, pp. 2387-2414

Persistent link: https://www.econbiz.de/10013375068

Bayesian inventory management with potential change-points in demand

Wang, Zhe; Mersereau, Adam J. - In: Production and operations management : an international … 26 (2017) 2, pp. 341-359

Persistent link: https://www.econbiz.de/10011655585

Wind speed prediction using a hybrid model of the multi-layer perceptron and whale optimization algorithm

Samadianfard, Saeed; Hashemi, Sajjad; Kargar, Katayoun; … - In: Energy reports 6 (2020), pp. 1147-1159

) with the Whale Optimization Algorithm (WOA) was used to build new method (MLP-WOA) with a limited set of data (2004 … at each target station was compared with the MLP optimized by the Genetic Algorithm (MLP-GA) and standalone MLP without … models. It was concluded that the WOA optimization algorithm could improve the prediction accuracy of the MLP model and may …

Persistent link: https://www.econbiz.de/10012221074

Nonlinear forecasting of the Gold Miner Spread : an application of correlations filters

Dunis, Christian; Laws, Jason; Middleton, Peter W.; … - In: Intelligent systems in accounting finance and … 20 (2013) 4, pp. 207-231

Persistent link: https://www.econbiz.de/10010233196

An optimized wavelet neural networks using cuckoo search algorithm for function approximation and chaotic time series prediction

Ong, Pauline; Zainuddin, Zarita - In: Decision analytics journal 6 (2023), pp. 1-12

challenge for WNNs' initialization. The cuckoo search algorithm (CSA) is used in this study for optimizing WNNs. The position of …

Persistent link: https://www.econbiz.de/10014506437

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