A Set of Time Series Forecasting Model Based on the Difference

A set of time series forecasting models based on difference is proposed (SD). For a time series, it can select the best time series forecasting model in SD by using the automatic optimal search method. For example, when forecast enrollments data of University of Alabama in 1971~1992, it can select the best time series forecasting model Dq(0.000003,0.000003) in SD by using the automatic optimal search method, and can gain the MSE=0 and AFER=0%. The fact that the prediction accuracy of the existing fuzzy time series prediction model is not very high has been fundamentally improved. Keywords-the difference; the function Xq(s,t) of SD’s sum of fraction; the inverse function Zq(s,t) of SD’s sum of fraction; the prediction function Dq(s,t) of SD; time series

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