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Parameters estimation of holt-winter smoothing method using genetic algorithm

A powerful technique based on adaptive heuristic namely Genetic Algorithm is widely used in many fields. This technique is very popular for solving global optimization problems. In this thesis, the Genetic Algorithm approach is used to estimate the parameters of Holt-Winter Exponential Smoothing met...

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Main Author: Mohd. Azmi, Nur Intan Liyana
Format: Thesis
Language:English
Published: 2013
Subjects:
Q Science (General)
Online Access:http://eprints.utm.my/id/eprint/32356/1/NurIntanLiyanaMohdAzmiMFS2013.pdf
http://eprints.utm.my/id/eprint/32356/
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spelling my.utm.323562017-09-14T00:11:22Z http://eprints.utm.my/id/eprint/32356/ Parameters estimation of holt-winter smoothing method using genetic algorithm Mohd. Azmi, Nur Intan Liyana Q Science (General) A powerful technique based on adaptive heuristic namely Genetic Algorithm is widely used in many fields. This technique is very popular for solving global optimization problems. In this thesis, the Genetic Algorithm approach is used to estimate the parameters of Holt-Winter Exponential Smoothing method. The value of a combination of three parameters to be optimized, namely �, � and must lie between 0 and 1 by minimizing the one-step ahead forecasting accuracy of Mean Absolute Percentage Error (MAPE). Moreover, the difference of the initialization method, population size and crossover probability were also used, so that the comparative study of minimum value of MAPE can be done. The overall results of the Genetic Algorithm are compared with the conventional methods. From this study, it was found that the genetic algorithm outperformed the conventional method by giving the lowest value of MAPE. Hence, this proved that the genetic algorithm is effective for estimating Holt-Winter parameters. The data used in this study are monthly data set for the total number of tourist arrivals to Langkawi from 2002 until 2011. This investigation is done using computer simulations programmed by Microsoft Visual Studio 2010. 2013-01 Thesis NonPeerReviewed application/pdf en http://eprints.utm.my/id/eprint/32356/1/NurIntanLiyanaMohdAzmiMFS2013.pdf Mohd. Azmi, Nur Intan Liyana (2013) Parameters estimation of holt-winter smoothing method using genetic algorithm. Masters thesis, Universiti Teknologi Malaysia, Faculty of Science.
institution Universiti Teknologi Malaysia
building UTM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Malaysia
content_source UTM Institutional Repository
url_provider http://eprints.utm.my/
language English
topic Q Science (General)
spellingShingle Q Science (General)
Mohd. Azmi, Nur Intan Liyana
Parameters estimation of holt-winter smoothing method using genetic algorithm
description A powerful technique based on adaptive heuristic namely Genetic Algorithm is widely used in many fields. This technique is very popular for solving global optimization problems. In this thesis, the Genetic Algorithm approach is used to estimate the parameters of Holt-Winter Exponential Smoothing method. The value of a combination of three parameters to be optimized, namely �, � and must lie between 0 and 1 by minimizing the one-step ahead forecasting accuracy of Mean Absolute Percentage Error (MAPE). Moreover, the difference of the initialization method, population size and crossover probability were also used, so that the comparative study of minimum value of MAPE can be done. The overall results of the Genetic Algorithm are compared with the conventional methods. From this study, it was found that the genetic algorithm outperformed the conventional method by giving the lowest value of MAPE. Hence, this proved that the genetic algorithm is effective for estimating Holt-Winter parameters. The data used in this study are monthly data set for the total number of tourist arrivals to Langkawi from 2002 until 2011. This investigation is done using computer simulations programmed by Microsoft Visual Studio 2010.
format Thesis
author Mohd. Azmi, Nur Intan Liyana
author_facet Mohd. Azmi, Nur Intan Liyana
author_sort Mohd. Azmi, Nur Intan Liyana
title Parameters estimation of holt-winter smoothing method using genetic algorithm
title_short Parameters estimation of holt-winter smoothing method using genetic algorithm
title_full Parameters estimation of holt-winter smoothing method using genetic algorithm
title_fullStr Parameters estimation of holt-winter smoothing method using genetic algorithm
title_full_unstemmed Parameters estimation of holt-winter smoothing method using genetic algorithm
title_sort parameters estimation of holt-winter smoothing method using genetic algorithm
publishDate 2013
url http://eprints.utm.my/id/eprint/32356/1/NurIntanLiyanaMohdAzmiMFS2013.pdf
http://eprints.utm.my/id/eprint/32356/
_version_ 1643649015793844224
score 13.211869

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