Time series forecasting: Obtaining long term trends with self-organizing maps
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 multi-dimensional long-term trends prediction, with a double application of the Kohonen algorithm. Practical applications of the method are also presented.
منابع مشابه
Long-Term Time Series Forecasting Using Self-Organizing Maps: the Double Vector Quantization Method
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.
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ورودعنوان ژورنال:
- Pattern Recognition Letters
دوره 26 شماره
صفحات -
تاریخ انتشار 2005