Carlos García-Aroca, Ma. Asunción Martínez-Mayoral, Javier Morales-Socuéllamos, José Vicente Segura-Heras
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引用次数: 0
摘要
alPCA 是一款用 R 代码编写的软件，旨在自动合并来自一系列单独预测方法的预测结果，并将其整合在一起。alPCA 是人工智能工具包中的一个自动组件，用于月度时间序列处理，目的是获得最佳预测。
alPCA: An automatic software for the selection and combination of forecasts in monthly series
alPCA is a software coded in R and designed to automatically combine predictions from a collection of individual forecasting methods that integrate it. It employs three categories of weights derived from the PCA scores, and decision rules to determine the optimal combination of these methods. alPCA serves as an automated component within the artificial intelligence toolkit for monthly time series processing with the objective of obtaining the best forecast.
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