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Algorithmic approaches in model selection of the air passengers flows data

Ismail, Suzilah and Yusof, Norhayati and Tuan Muda, Tuan Zalizam (2015) Algorithmic approaches in model selection of the air passengers flows data. In: 5th International Conference on Computing and Informatics (ICOCI) 2015, 11-13 August 2015, Istanbul, Turkey.

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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.

Item Type: Conference or Workshop Item (Paper)
Additional Information: ISBN No: 978-967-0910-02-4 Jointly organized by: Universiti Utara Malaysia & Istanbul Zaim Unversitesi
Uncontrolled Keywords: manual model selection, automated model selection, single equation, multiple equations
Subjects: Q Science > QA Mathematics > QA76 Computer software
Divisions: School of Computing
Depositing User: Dr. Suzilah Ismail
Date Deposited: 15 Sep 2015 08:57
Last Modified: 27 Apr 2016 04:18
URI: http://repo.uum.edu.my/id/eprint/15488

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