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versión On-line ISSN 1870-9044

Polibits  no.50 México jul./dic. 2014


Haar Wavelet Neural Network for Multi-step-ahead Anchovy Catches Forecasting


Nibaldo Rodriguez1*, Gabriel Bravo2, and Lida Barba3


1 Pontificia Universidad Católica de Valparaíso, Av. Brasil 2241, Chile. *Corresponding author (e-mail:

2 Universidad San Sebastián, Concepción, Chile. (e-mail:

3 Universidad Nacional de Chimborazo, Av. Antonio José de Sucre, Riobamba, Ecuador. (e-mail:


Manuscript received on August 7, 2014
Accepted for publication on September 22, 2014
Published on November 15, 2014.



This paper proposes a hybrid multi-step-ahead forecasting model based on two stages to improve pelagic fish-catch time-series modeling. In the first stage, the Fourier power spectrum is used to analyze variations within a time series at multiple periodicities, while the stationary wavelet transform is used to extract a high frequency (HF) component of annual periodicity and a low frequency (LF) component of inter-annual periodicity. In the second stage, both the HF and LF components are the inputs into a single-hidden neural network model to predict the original non-stationary time series. We demonstrate the utility of the proposed forecasting model on monthly anchovy catches time-series of the coastal zone of northern Chile (18°S-24°S) for periods from January 1963 to December 2008. Empirical results obtained for 7-month ahead forecasting showed the effectiveness of the proposed hybrid forecasting strategy.

Key words: Neural network, wavelet analysis, forecasting model.





This research was partially supported by the Chilean National Science Fund through the project Fondecyt-Regular 1131105 and by the VRIEA of the Pontificia Universidad Católica de Valparaíso.



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