Evolving Hybrid Generalized Space-Time Autoregressive Forecasting with Cascade Neural Network Particle Swarm Optimization
Background: The generalized space-time autoregressive (GSTAR) model is one of the most widely used models for modeling and forecasting time series and location data. Methods: In the GSTAR model, there is an assumption that the research locations are heterogeneous. In addition, the differences between these locations are shown in the form of a weighting matrix. The novelty of this paper is that we propose the hybrid time-series model of GSTAR uses the cascade neural network and obtains the best parameters from particle swarm optimization. Results and conclusion: This hybrid model provides a high accuracy value for forecasting PM2.5, PM10, NOx, and SO2 with high accuracy forecasting, which is justified by a mean absolute percentage error (MAPE) accuracy of around 0.01%.
Toni Toharudin, Rezzy Eko Caraka, Hasbi Yasin, Bens Pardamean