Long-Term Time Series Forecasting Using Self-Organizing Maps: the Double Vector Quantization Method
نویسندگان
چکیده
Kohonen self-organisation maps are a well know classification tool, commonly used in a wide variety of problems, but with limited applications in time series forecasting context. In this paper, we propose a forecasting method specifically designed for long-term trends prediction, with a double application of the Kohonen algorithm. We also consider practical issues for the use of the method.
منابع مشابه
Double quantization of the regressor space for long-term time series prediction: method and proof of stability
The Kohonen self-organization map is usually considered as a classification or clustering tool, with only a few applications in time series prediction. In this paper, a particular time series forecasting method based on Kohonen maps is described. This method has been specifically designed for the prediction of long-term trends. The proof of the stability of the method for long-term forecasting ...
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Kohonen self-organisation maps are a well know classification tool, commonly used in a wide variety of problems, but with limited applications in time series forecasting context. In this paper, we propose a forecasting method specifically designed for multi-dimensional long-term trends prediction, with a double application of the Kohonen algorithm. Practical applications of the method are also ...
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