Time Series Prediction as a Problem of Missing Values

نویسندگان

  • Antti Sorjamaa
  • Amaury Lendasse
چکیده

In this paper, time series prediction is considered as a problem of missing values. A new method for the determination of the missing time series values is presented. The new method is based on two projection methods: a nonlinear one (Self-Organized Maps) and a linear one (Empirical Orthogonal Functions). The presented global methodology combines the advantages of both methods to get accurate candidates for prediction values. The methods are applied to a time series competition dataset.

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تاریخ انتشار 2006