Automation of the process of building a time series model based on formalized expert knowledge

The article is devoted to the problem of automation of the process of constructing a time series model of the autoregressive type of integrated moving average - Box-Jenkins model. The process of automation is carried out on the basis of the formalized expert knowledge about the joint behavior of gra...

Full description

Saved in:
Bibliographic Details
Published in:E3S web of conferences 2023-01, Vol.460, p.2015
Main Authors: Mironov, A.N., Shestopalova, O.L.
Format: Article
Language:English
Citations: Items that this one cites
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
cited_by
cites cdi_FETCH-LOGICAL-c2275-5a0cf9b1c0516a26d3481a60146c29e5e31b207cb4cb9776338c40d8293c0c8b3
container_end_page
container_issue
container_start_page 2015
container_title E3S web of conferences
container_volume 460
creator Mironov, A.N.
Shestopalova, O.L.
description The article is devoted to the problem of automation of the process of constructing a time series model of the autoregressive type of integrated moving average - Box-Jenkins model. The process of automation is carried out on the basis of the formalized expert knowledge about the joint behavior of graphs of the dependence of the graphs of the autocorrelation and partial autocorrelation functions of a time series values on the magnitude of the delay between sections of the process under study. We used the information about heuristically established relationships between the values of the structural parameters values of the Box-Jenkins model and the peculiarities of behavior changes of the autocorrelation and partial autocorrelation functions. A feature of the proposed method of solving the problem is the use of algorithmically formalized procedures for processing expert knowledge by means of mathematical apparatus of fuzzy set theory.
doi_str_mv 10.1051/e3sconf/202346002015
format article
fullrecord <record><control><sourceid>doaj_cross</sourceid><recordid>TN_cdi_doaj_primary_oai_doaj_org_article_254dbb274ba3434398ff5c04522268f9</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><doaj_id>oai_doaj_org_article_254dbb274ba3434398ff5c04522268f9</doaj_id><sourcerecordid>oai_doaj_org_article_254dbb274ba3434398ff5c04522268f9</sourcerecordid><originalsourceid>FETCH-LOGICAL-c2275-5a0cf9b1c0516a26d3481a60146c29e5e31b207cb4cb9776338c40d8293c0c8b3</originalsourceid><addsrcrecordid>eNpNkNtqAjEQhpfSQsX6Br3IC1gnk2QPlyI9CEJv2tsuSXZiY3eNJCs9PH3XKkXmYuYfmA_my7JbDnccFJ-RSDZs3QwBhcwBELi6yEaIeTHlKPHybL7OJiltAICjKiXIUfY23_eh070PWxYc69-J7WKwlNIhmr1vG79dM8163xFLFD0l1oWGWmZ0ooYNdy7ETrf-Z0j0taPYs49t-GypWdNNduV0m2hy6uPs9eH-ZfE0XT0_Lhfz1dQiFmqqNFhXGW6Hh3KNeSNkyXUOXOYWK1IkuEEorJHWVEWRC1FaCU2JlbBgSyPG2fLIbYLe1LvoOx2_66B9_bcIcV3r2HvbUo1KNsZgIY0WcqiqdE5ZkAoHTaWrBpY8smwMKUVy_zwO9UF5fVJenysXv0s0dOg</addsrcrecordid><sourcetype>Open Website</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype></control><display><type>article</type><title>Automation of the process of building a time series model based on formalized expert knowledge</title><source>Publicly Available Content Database</source><creator>Mironov, A.N. ; Shestopalova, O.L.</creator><contributor>Pushkarev, M.</contributor><creatorcontrib>Mironov, A.N. ; Shestopalova, O.L. ; Pushkarev, M.</creatorcontrib><description>The article is devoted to the problem of automation of the process of constructing a time series model of the autoregressive type of integrated moving average - Box-Jenkins model. The process of automation is carried out on the basis of the formalized expert knowledge about the joint behavior of graphs of the dependence of the graphs of the autocorrelation and partial autocorrelation functions of a time series values on the magnitude of the delay between sections of the process under study. We used the information about heuristically established relationships between the values of the structural parameters values of the Box-Jenkins model and the peculiarities of behavior changes of the autocorrelation and partial autocorrelation functions. A feature of the proposed method of solving the problem is the use of algorithmically formalized procedures for processing expert knowledge by means of mathematical apparatus of fuzzy set theory.</description><identifier>ISSN: 2267-1242</identifier><identifier>EISSN: 2267-1242</identifier><identifier>DOI: 10.1051/e3sconf/202346002015</identifier><language>eng</language><publisher>EDP Sciences</publisher><ispartof>E3S web of conferences, 2023-01, Vol.460, p.2015</ispartof><lds50>peer_reviewed</lds50><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed><cites>FETCH-LOGICAL-c2275-5a0cf9b1c0516a26d3481a60146c29e5e31b207cb4cb9776338c40d8293c0c8b3</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>314,780,784,27924,27925</link.rule.ids></links><search><contributor>Pushkarev, M.</contributor><creatorcontrib>Mironov, A.N.</creatorcontrib><creatorcontrib>Shestopalova, O.L.</creatorcontrib><title>Automation of the process of building a time series model based on formalized expert knowledge</title><title>E3S web of conferences</title><description>The article is devoted to the problem of automation of the process of constructing a time series model of the autoregressive type of integrated moving average - Box-Jenkins model. The process of automation is carried out on the basis of the formalized expert knowledge about the joint behavior of graphs of the dependence of the graphs of the autocorrelation and partial autocorrelation functions of a time series values on the magnitude of the delay between sections of the process under study. We used the information about heuristically established relationships between the values of the structural parameters values of the Box-Jenkins model and the peculiarities of behavior changes of the autocorrelation and partial autocorrelation functions. A feature of the proposed method of solving the problem is the use of algorithmically formalized procedures for processing expert knowledge by means of mathematical apparatus of fuzzy set theory.</description><issn>2267-1242</issn><issn>2267-1242</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2023</creationdate><recordtype>article</recordtype><sourceid>DOA</sourceid><recordid>eNpNkNtqAjEQhpfSQsX6Br3IC1gnk2QPlyI9CEJv2tsuSXZiY3eNJCs9PH3XKkXmYuYfmA_my7JbDnccFJ-RSDZs3QwBhcwBELi6yEaIeTHlKPHybL7OJiltAICjKiXIUfY23_eh070PWxYc69-J7WKwlNIhmr1vG79dM8163xFLFD0l1oWGWmZ0ooYNdy7ETrf-Z0j0taPYs49t-GypWdNNduV0m2hy6uPs9eH-ZfE0XT0_Lhfz1dQiFmqqNFhXGW6Hh3KNeSNkyXUOXOYWK1IkuEEorJHWVEWRC1FaCU2JlbBgSyPG2fLIbYLe1LvoOx2_66B9_bcIcV3r2HvbUo1KNsZgIY0WcqiqdE5ZkAoHTaWrBpY8smwMKUVy_zwO9UF5fVJenysXv0s0dOg</recordid><startdate>20230101</startdate><enddate>20230101</enddate><creator>Mironov, A.N.</creator><creator>Shestopalova, O.L.</creator><general>EDP Sciences</general><scope>AAYXX</scope><scope>CITATION</scope><scope>DOA</scope></search><sort><creationdate>20230101</creationdate><title>Automation of the process of building a time series model based on formalized expert knowledge</title><author>Mironov, A.N. ; Shestopalova, O.L.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c2275-5a0cf9b1c0516a26d3481a60146c29e5e31b207cb4cb9776338c40d8293c0c8b3</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2023</creationdate><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Mironov, A.N.</creatorcontrib><creatorcontrib>Shestopalova, O.L.</creatorcontrib><collection>CrossRef</collection><collection>DOAJ Directory of Open Access Journals</collection><jtitle>E3S web of conferences</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Mironov, A.N.</au><au>Shestopalova, O.L.</au><au>Pushkarev, M.</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Automation of the process of building a time series model based on formalized expert knowledge</atitle><jtitle>E3S web of conferences</jtitle><date>2023-01-01</date><risdate>2023</risdate><volume>460</volume><spage>2015</spage><pages>2015-</pages><issn>2267-1242</issn><eissn>2267-1242</eissn><abstract>The article is devoted to the problem of automation of the process of constructing a time series model of the autoregressive type of integrated moving average - Box-Jenkins model. The process of automation is carried out on the basis of the formalized expert knowledge about the joint behavior of graphs of the dependence of the graphs of the autocorrelation and partial autocorrelation functions of a time series values on the magnitude of the delay between sections of the process under study. We used the information about heuristically established relationships between the values of the structural parameters values of the Box-Jenkins model and the peculiarities of behavior changes of the autocorrelation and partial autocorrelation functions. A feature of the proposed method of solving the problem is the use of algorithmically formalized procedures for processing expert knowledge by means of mathematical apparatus of fuzzy set theory.</abstract><pub>EDP Sciences</pub><doi>10.1051/e3sconf/202346002015</doi><oa>free_for_read</oa></addata></record>
fulltext fulltext
identifier ISSN: 2267-1242
ispartof E3S web of conferences, 2023-01, Vol.460, p.2015
issn 2267-1242
2267-1242
language eng
recordid cdi_doaj_primary_oai_doaj_org_article_254dbb274ba3434398ff5c04522268f9
source Publicly Available Content Database
title Automation of the process of building a time series model based on formalized expert knowledge
url http://sfxeu10.hosted.exlibrisgroup.com/loughborough?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2024-12-27T01%3A28%3A22IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-doaj_cross&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=Automation%20of%20the%20process%20of%20building%20a%20time%20series%20model%20based%20on%20formalized%20expert%20knowledge&rft.jtitle=E3S%20web%20of%20conferences&rft.au=Mironov,%20A.N.&rft.date=2023-01-01&rft.volume=460&rft.spage=2015&rft.pages=2015-&rft.issn=2267-1242&rft.eissn=2267-1242&rft_id=info:doi/10.1051/e3sconf/202346002015&rft_dat=%3Cdoaj_cross%3Eoai_doaj_org_article_254dbb274ba3434398ff5c04522268f9%3C/doaj_cross%3E%3Cgrp_id%3Ecdi_FETCH-LOGICAL-c2275-5a0cf9b1c0516a26d3481a60146c29e5e31b207cb4cb9776338c40d8293c0c8b3%3C/grp_id%3E%3Coa%3E%3C/oa%3E%3Curl%3E%3C/url%3E&rft_id=info:oai/&rft_id=info:pmid/&rfr_iscdi=true