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  • 标题:Optimization of continuous ranked probability score using PSO
  • 本地全文:下载
  • 作者:Mohammadi, S. ; Rahmani, M. ; Azadi, M.
  • 期刊名称:Decision Science Letters
  • 印刷版ISSN:1929-5804
  • 电子版ISSN:1929-5812
  • 出版年度:2015
  • 卷号:4
  • 期号:3
  • 页码:373-378
  • DOI:10.5267/j.dsl.2015.4.001
  • 语种:English
  • 出版社:Growing Science Publishing Company
  • 摘要:Weather forecast has been a major concern in various industries such as agriculture, aviation, maritime, tourism, transportation, etc. A good weather prediction may reduce natural disasters and unexpected events. This paper presents an empirical investigation to predict weather temperature using minimization of continuous ranked probability score (CRPS). The mean and standard deviation of normal density function are linear combination of the components of ensemble system. The resulted optimization model has been solved using particle swarm optimization (PSO) and the results are compared with Broyden–Fletcher–Goldfarb–Shanno (BFGS) method. The preliminary results indicate that the proposed PSO provides better results in terms of CRPS deviation criteria than the alternative BFGS method.
  • 关键词:BFGS;CRPS;PSO;Weather prediction
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