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Multistep forecasting for highly volatile data using new algorithm of Box-Jenkins and GARCH by Siti Roslindar, Yaziz, Roslinazairimah, Zakaria

“…Based on the empirical results, the proposed algorithm of multistep ahead forecast to the algorithm of BJ-G provides a promising procedure to assess the performance of the BJ-G model in forecasting a highly volatile time series data. …”
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Adaptive Fast Orthogonal Search (FOS) algorithm for forecasting streamflow by Osman A., Afan H.A., Allawi M.F., Jaafar O., Noureldin A., Hamzah F.M., Ahmed A.N., El-shafie A.

Examining performance of aggregation algorithms for neural network-based electricity demand forecasting by Hassan, S., Khosravi, A., Jaafar, J.

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Weighted subsethood and reasoning based fuzzy time series for moving holiday electricity load demand forecasting by Rosnalini, Mansor

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A decomposed streamflow non-gradientbased artificial intelligence forecasting algorithm with factoring in aleatoric and epistemic variables / Wei Yaxing by Wei , Yaxing

“…The dissertation aims to develop an effectively decomposed time-series nongradient- based artificial intelligence model for forecasting a time-series regression machine learning task. …”
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CAT CHAOTIC GENETIC ALGORITHM BASED TECHNIQUE AND HARDWARE PROTOTYPE FOR SHORT TERM ELECTRICAL LOAD FORECASTING by ISLAM, BADAR UL ISLAM

“…ANN based STLF models commonly use back-propagation algorithm, which generally exhibits a slow and improper convergence that affects the forecast accuracy. …”
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An improved heuristic-based fuzzy time series forecasting model using genetic algorithm

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Improved bacterial foraging optimization algorithm with machine learning-driven short-term electricity load forecasting: a case study in peninsular Malaysia by Zaini, Farah Anishah, Sulaima, Mohamad Fani, Wan Abdul Razak, Intan Azmira, Othman, Mohammad Lutfi, Mokhlis, Hazlie

“…Finally, the load forecasting model based on LSSVM-IBFOA is constructed using mean absolute percentage error (MAPE) as the objective function. …”
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Improved bacterial foraging optimization algorithm with machine learning driven short term electricity load forecasting: A case study in Peninsular Malaysia by Sulaima, Mohamad Fani, Zaini, Farah Anishah, Wan Abdul Razak, Intan Azmira, Othman, Mohammad Lutfi, Mokhlis, Hazlie

“…Finally, the load forecasting model based on LSSVM‑IBFOA is constructed using mean absolute percentage error (MAPE) as the objective function. …”
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A new approach for forecasting OPEC petroleum consumption based on neural network train by using flower pollination algorithm by Haruna, Chiroma, Khan, Abdullah, Abubakar, Adamu, Saudi, Younes, Hamza, Mukhtar Fatihu, Shuiba, Liyana, Gital, Abdulsalam, Herawan, Tutut

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Algorithmic approaches in model selection of the air passengers flows data by Ismail, Suzilah, Yusof, Norhayati, Tuan Muda, Tuan Zalizam

“…Algorithm is an important element in any problem solving situation.In statistical modelling strategy, the algorithm provides a step by step process in model building, model testing, choosing the ‘best’ model and even forecasting using the chosen model.Tacit knowledge has contributed to the existence of a huge variability in manual modelling process especially between expert and non-expert modellers.Many algorithms (automated model selection) have been developed to bridge the gap either through single or multiple equation modelling.This study aims to evaluate the forecasting performances of several selected algorithms on air passengers flow data based on Root Mean Square Error (RMSE) and Geometric Root Mean Square Error (GRMSE).The findings show that multiple models selection performed well in one and two step-ahead forecast but was outperformed by single model in three step-ahead forecasts.…”
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Automated time series forecasting by Ismail, Suzilah, Zakaria, Rohaiza, Tuan Muda, Tuan Zalizam

“…While quantitative technique is based on statistical concepts and requires large amount of data in order to formulate the mathematical models.This technique can be classified into projective and causal technique.The projective technique (or univariate modelling) just involve one variable while the causal technique (or econometric modelling) suitable for multi-variables.Since forecasting involves uncertainty, several methods need to be executed on one set of time series data in order to produce accurate forecast.Hence, usually in practice forecaster need to use several softwares to obtain the forecast values.If this practice can be transformed into algorithm (well-defined rules for solving a problem) and then the algorithm can be transformed into a computer program, less time will be needed to compute the forecast values where in business world time is money.In this study, we focused on algorithm development for univariate forecasting techniques only and will expand towards econometric modelling in the future.Two set of simulated data (yearly and non-yearly) and several univariate forecasting techniques (i.e. …”
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Long term energy demand forecasting based on hybrid, optimization: Comparative study by Musa, Wahab, Ku-Mahamud, Ku Ruhana, Yasin, Azman

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Investigation of Meta-heuristics Algorithms in ANN Streamflow Forecasting by Wei Y., Hashim H., Chong K.L., Huang Y.F., Ahmed A.N., El-Shafie A.

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Electricity demand forecasting in Turkey and Indonesia using linear and nonlinear models based on real-value genetic algorithm and extended Nelder-Mead local search by Wahab, Musa

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Forecasting of fine particulate matter based on LSTM and optimization algorithm by Zaini N., Ahmed A.N., Ean L.W., Chow M.F., Malek M.A.

“…Therefore, this study uses hybrid deep learning models to forecast air pollution based on the concentration of particulate matter with diameter size of less than 2.5 ?…”

A comprehensive comparison of recent developed meta-heuristic algorithms for streamflow time series forecasting problem by Ahmed A.N., Van Lam T., Hung N.D., Van Thieu N., Kisi O., El-Shafie A.

Development of hybrid algorithm of residual bootstrap artificial neural network based on sukuk volatility forecast model. by Nurul Hila Zainuddin

“…Development of hybrid algorithm of residual bootstrap artificial neural network based on sukuk volatility forecast model. by Nurul Hila Zainuddin…”
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Accuracy enhancement for zone mapping of a solar radiation forecasting based multi-objective model for better management of the generation of renewable energy by Ehteram M., Ahmed A.N., Fai C.M., Afan H.A., El-Shafie A.

A NOVEL FORWARD BACKWARD LINEAR PREDICTION ALGORITHM FOR SHORT TERM POWER LOAD FORECAST by BAHARUDIN, ZUHAIRI

“…The proposed AR-based algorithm divides long data record into short segments and searches for the AR coefficients that simultaneously model the data with the least means squared errors. …”
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